+143.8%
IBM vs CNQ
+426.2%
-282.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.5% | +4.1% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +3.1% | +6.2% | -3.1% | +1.7% |
| 3M | -10.8% | +12.4% | -23.2% | -13.2% |
| 6M | -0.8% | +9.0% | -9.8% | -3.3% |
| YTD | -16.2% | +52.2% | -68.4% | -24.2% |
| 1Y | -2.9% | +65.0% | -67.9% | -13.8% |
| 3Y | +79.8% | +78.8% | +1.0% | +53.9% |
| 5Y | +124.9% | +286.0% | -161.1% | +56.8% |
| All | +143.8% | +426.2% | -282.4% | +42.8% |
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 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