-3.5%
IR vs CNQ
+65.4%
-68.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.0% |
| 7D | -2.8% | +3.0% | -5.8% | -2.2% |
| 30D | -15.1% | +12.8% | -27.9% | -13.2% |
| 3M | +6.1% | +7.0% | -0.9% | +8.3% |
| 6M | -16.8% | +16.5% | -33.3% | -16.0% |
| YTD | -3.5% | +52.0% | -55.6% | -6.9% |
| 1Y | -3.5% | +64.1% | -67.6% | -6.3% |
| All | -3.5% | +65.4% | -68.9% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling