+590.9%
JPM vs CNQ
+426.2%
+164.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -2.5% | +6.2% | -8.7% | -4.4% |
| 3M | +14.1% | +12.4% | +1.8% | +9.4% |
| 6M | +25.1% | +9.0% | +16.1% | +20.1% |
| YTD | +12.1% | +52.2% | -40.1% | -4.1% |
| 1Y | +18.8% | +65.0% | -46.2% | -1.3% |
| 3Y | +163.4% | +78.8% | +84.6% | +107.8% |
| 5Y | +156.5% | +286.0% | -129.4% | +48.3% |
| All | +590.9% | +426.2% | +164.6% | +207.7% |
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