+152.5%
JPM vs CNQ
+278.6%
-126.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.8% |
| 3M | +14.1% | +12.4% | +1.8% | +10.9% |
| 6M | +25.1% | +9.0% | +16.1% | +21.7% |
| YTD | +12.1% | +52.2% | -40.1% | -0.2% |
| 1Y | +18.8% | +65.0% | -46.2% | +3.3% |
| 3Y | +163.4% | +78.8% | +84.6% | +119.7% |
| All | +152.5% | +278.6% | -126.1% | +60.5% |
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