+3.9%
HYG vs CNQ
+65.4%
-61.5%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | -0.1% |
| 7D | -0.2% | +3.0% | -3.2% | -0.1% |
| 30D | +0.1% | +12.8% | -12.7% | +0.4% |
| 3M | +0.7% | +7.0% | -6.4% | +0.9% |
| 6M | +1.5% | +16.5% | -15.0% | +1.7% |
| YTD | +2.2% | +52.0% | -49.9% | +2.1% |
| 1Y | +3.9% | +64.1% | -60.2% | +3.8% |
| All | +3.9% | +65.4% | -61.5% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling