+192.5%
JNJ vs CNQ
+426.2%
-233.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +2.3% | +6.2% | -3.9% | +1.7% |
| 3M | +12.0% | +12.4% | -0.4% | +10.7% |
| 6M | +10.5% | +9.0% | +1.4% | +9.3% |
| YTD | +30.4% | +52.2% | -21.8% | +25.1% |
| 1Y | +52.1% | +65.0% | -12.9% | +44.8% |
| 3Y | +77.8% | +78.8% | -1.0% | +66.3% |
| 5Y | +82.9% | +286.0% | -203.1% | +54.7% |
| All | +192.5% | +426.2% | -233.7% | +123.4% |
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