+140.8%
MS vs CNQ
+278.6%
-137.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -1.5% | +0.1% | -1.7% | -1.6% |
| 30D | -1.5% | +6.2% | -7.7% | -3.1% |
| 3M | +1.4% | +12.4% | -11.0% | -2.2% |
| 6M | +34.7% | +9.0% | +25.7% | +30.0% |
| YTD | +22.7% | +52.2% | -29.5% | +6.0% |
| 1Y | +40.1% | +65.0% | -24.9% | +17.4% |
| 3Y | +181.4% | +78.8% | +102.6% | +123.7% |
| All | +140.8% | +278.6% | -137.8% | +39.4% |
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