+213.7%
ICE vs CNQ
+426.2%
-212.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +4.0% | +6.2% | -2.2% | +3.0% |
| 3M | +13.7% | +12.4% | +1.3% | +11.5% |
| 6M | +0.9% | +9.0% | -8.1% | -0.8% |
| YTD | -2.1% | +52.2% | -54.4% | -9.0% |
| 1Y | -9.5% | +65.0% | -74.5% | -17.0% |
| 3Y | +42.1% | +78.8% | -36.8% | +26.8% |
| 5Y | +41.4% | +286.0% | -244.6% | +9.8% |
| All | +213.7% | +426.2% | -212.6% | +106.6% |
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