+227.5%
LOW vs CNQ
+426.2%
-198.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -8.9% | +6.2% | -15.1% | -10.1% |
| 3M | -10.4% | +12.4% | -22.8% | -13.0% |
| 6M | -19.4% | +9.0% | -28.4% | -21.8% |
| YTD | -17.1% | +52.2% | -69.3% | -25.6% |
| 1Y | -26.3% | +65.0% | -91.3% | -35.2% |
| 3Y | -9.9% | +78.8% | -88.7% | -23.8% |
| 5Y | +6.1% | +286.0% | -279.9% | -28.2% |
| All | +227.5% | +426.2% | -198.7% | +75.7% |
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