+55.2%
HYG vs CNQ
+426.2%
-371.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -0.7% | +6.2% | -6.9% | -1.3% |
| 3M | -0.2% | +12.4% | -12.6% | -1.4% |
| 6M | +1.4% | +9.0% | -7.6% | +0.4% |
| YTD | +1.5% | +52.2% | -50.8% | -2.8% |
| 1Y | +2.9% | +65.0% | -62.1% | -2.3% |
| 3Y | +25.6% | +78.8% | -53.2% | +17.4% |
| 5Y | +18.6% | +286.0% | -267.4% | +1.5% |
| All | +55.2% | +426.2% | -371.0% | +21.0% |
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