+2,258.4%
ICE vs CNQ
+719.5%
+1,538.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +4.0% | +6.2% | -2.2% | +2.0% |
| 3M | +13.7% | +12.4% | +1.3% | +9.2% |
| 6M | +0.9% | +9.0% | -8.1% | -2.7% |
| YTD | -2.1% | +52.2% | -54.4% | -15.5% |
| 1Y | -9.5% | +65.0% | -74.5% | -24.0% |
| 3Y | +42.1% | +78.8% | -36.8% | +12.7% |
| 5Y | +41.4% | +286.0% | -244.6% | -16.4% |
| 10Y | +216.7% | +420.7% | -204.0% | +38.4% |
| All | +2,258.4% | +719.5% | +1,538.9% | +516.2% |
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