+181.3%
GS vs CNQ
+280.7%
-99.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -1.7% | -0.7% | -1.1% | -1.6% |
| 30D | -0.9% | +6.7% | -7.6% | -2.6% |
| 3M | +2.3% | +12.8% | -10.4% | -1.0% |
| 6M | +23.4% | +13.3% | +10.1% | +18.1% |
| YTD | +17.7% | +53.1% | -35.3% | +2.2% |
| 1Y | +35.1% | +66.1% | -30.9% | +13.9% |
| 3Y | +234.9% | +75.4% | +159.5% | +171.2% |
| All | +181.3% | +280.7% | -99.4% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling