+35.8%
IR vs CNQ
+278.6%
-242.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | -13.9% | +6.2% | -20.1% | -15.4% |
| 3M | -0.3% | +12.4% | -12.7% | -3.8% |
| 6M | -14.3% | +9.0% | -23.3% | -17.5% |
| YTD | -7.9% | +52.2% | -60.1% | -20.9% |
| 1Y | -9.9% | +65.0% | -74.9% | -25.0% |
| 3Y | +6.5% | +78.8% | -72.3% | -15.4% |
| All | +35.8% | +278.6% | -242.8% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling