+639.9%
GS vs CNQ
+426.2%
+213.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -0.3% | +6.2% | -6.5% | -2.3% |
| 3M | -0.1% | +12.4% | -12.5% | -4.4% |
| 6M | +26.1% | +9.0% | +17.1% | +20.7% |
| YTD | +18.8% | +52.2% | -33.4% | +1.1% |
| 1Y | +33.7% | +65.0% | -31.3% | +10.4% |
| 3Y | +238.9% | +78.8% | +160.1% | +166.8% |
| 5Y | +187.9% | +286.0% | -98.0% | +68.2% |
| All | +639.9% | +426.2% | +213.7% | +240.2% |
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