+231.1%
GM vs CNQ
+426.2%
-195.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.4% | +0.1% | -2.6% | -2.5% |
| 30D | -1.1% | +6.2% | -7.3% | -3.3% |
| 3M | +6.1% | +12.4% | -6.2% | +1.2% |
| 6M | +15.0% | +9.0% | +5.9% | +9.3% |
| YTD | +6.0% | +52.2% | -46.2% | -11.5% |
| 1Y | +47.1% | +65.0% | -17.9% | +18.6% |
| 3Y | +170.5% | +78.8% | +91.7% | +107.3% |
| 5Y | +80.5% | +286.0% | -205.5% | +1.1% |
| All | +231.1% | +426.2% | -195.1% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling