+345.8%
IBM vs CNQ
+5,432.5%
-5,086.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 3M | -10.8% | +12.4% | -23.2% | -13.1% |
| 6M | -0.8% | +9.0% | -9.8% | -3.1% |
| YTD | -16.2% | +52.2% | -68.4% | -23.5% |
| 1Y | -2.9% | +65.0% | -67.9% | -12.9% |
| 3Y | +79.8% | +78.8% | +1.0% | +56.4% |
| 5Y | +124.9% | +286.0% | -161.1% | +64.3% |
| 10Y | +147.9% | +420.7% | -272.8% | +57.0% |
| All | +345.8% | +5,432.5% | -5,086.7% | +80.7% |
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