+550.0%
LNG vs CNQ
+426.2%
+123.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -4.7% | +0.1% | -4.8% | -4.8% |
| 30D | +3.8% | +6.2% | -2.4% | +1.1% |
| 3M | +16.2% | +12.4% | +3.8% | +10.4% |
| 6M | +11.7% | +9.0% | +2.7% | +7.4% |
| YTD | +44.2% | +52.2% | -8.0% | +20.3% |
| 1Y | +18.6% | +65.0% | -46.5% | -4.7% |
| 3Y | +77.4% | +78.8% | -1.4% | +34.1% |
| 5Y | +232.3% | +286.0% | -53.7% | +80.4% |
| All | +550.0% | +426.2% | +123.8% | +183.5% |
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 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