+1,417.1%
GS vs CNQ
+5,432.5%
-4,015.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | -0.1% | +12.4% | -12.5% | -4.6% |
| 6M | +26.1% | +9.0% | +17.1% | +20.5% |
| YTD | +18.8% | +52.2% | -33.4% | +0.8% |
| 1Y | +33.7% | +65.0% | -31.3% | +10.0% |
| 3Y | +238.9% | +78.8% | +160.1% | +166.4% |
| 5Y | +187.9% | +286.0% | -98.0% | +68.8% |
| 10Y | +650.8% | +420.7% | +230.1% | +250.8% |
| All | +1,417.1% | +5,432.5% | -4,015.4% | +338.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling