+49.0%
HPQ vs CNQ
+270.7%
-221.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | +5.2% | +0.6% | +4.6% | +5.0% |
| 30D | +14.1% | +5.8% | +8.2% | +11.9% |
| 3M | +36.1% | +13.3% | +22.8% | +30.1% |
| 6M | +83.7% | +6.9% | +76.8% | +77.9% |
| YTD | +58.6% | +53.0% | +5.6% | +35.2% |
| 1Y | +27.8% | +66.0% | -38.2% | +5.4% |
| 3Y | +38.4% | +74.3% | -35.9% | +9.6% |
| 5Y | +49.0% | +281.3% | -232.2% | -14.2% |
| All | +49.0% | +270.7% | -221.7% | -14.2% |
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 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