+186.8%
LQD vs CNQ
+4,758.0%
-4,571.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.3% | +6.2% | -7.5% | -1.4% |
| 3M | -3.2% | +12.4% | -15.6% | -3.5% |
| 6M | -2.1% | +9.0% | -11.2% | -2.4% |
| YTD | -2.4% | +52.2% | -54.6% | -3.4% |
| 1Y | -2.7% | +65.0% | -67.7% | -4.0% |
| 3Y | +14.2% | +78.8% | -64.6% | +12.2% |
| 5Y | -5.8% | +286.0% | -291.8% | -9.4% |
| 10Y | +22.2% | +420.7% | -398.6% | +14.3% |
| All | +186.8% | +4,758.0% | -4,571.3% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling