+340.5%
JCI vs CNQ
+426.2%
-85.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -4.4% | +6.2% | -10.6% | -6.0% |
| 3M | +1.7% | +12.4% | -10.7% | -1.6% |
| 6M | +8.8% | +9.0% | -0.2% | +5.4% |
| YTD | +22.6% | +52.2% | -29.6% | +8.5% |
| 1Y | +36.2% | +65.0% | -28.8% | +17.6% |
| 3Y | +168.0% | +78.8% | +89.2% | +122.8% |
| 5Y | +113.5% | +286.0% | -172.5% | +41.6% |
| All | +340.5% | +426.2% | -85.8% | +134.4% |
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