+878.4%
MSFT vs CNQ
+426.2%
+452.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.8% | +6.2% | -5.4% | -0.4% |
| 3M | +27.2% | +12.4% | +14.8% | +24.2% |
| 6M | +22.9% | +9.0% | +13.9% | +20.1% |
| YTD | +3.1% | +52.2% | -49.1% | -5.8% |
| 1Y | -0.3% | +65.0% | -65.3% | -10.5% |
| 3Y | +50.1% | +78.8% | -28.7% | +30.3% |
| 5Y | +74.6% | +286.0% | -211.3% | +27.1% |
| All | +878.4% | +426.2% | +452.2% | +498.9% |
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 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