+388.9%
MS vs CNQ
+5,523.4%
-5,134.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +1.7% | -0.9% | +2.6% | +2.0% |
| 30D | 0.0% | +8.7% | -8.7% | -3.7% |
| 3M | +3.0% | +15.8% | -12.8% | -4.3% |
| 6M | +35.7% | +13.3% | +22.4% | +25.7% |
| YTD | +23.3% | +54.7% | -31.4% | -1.1% |
| 1Y | +44.7% | +69.5% | -24.9% | +11.0% |
| 3Y | +178.0% | +77.3% | +100.7% | +103.0% |
| 5Y | +143.2% | +290.3% | -147.2% | +19.0% |
| 10Y | +803.2% | +429.3% | +373.9% | +224.2% |
| All | +388.9% | +5,523.4% | -5,134.6% | +4.1% |
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