+3,007.1%
NEE vs CNQ
+5,432.5%
-2,425.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -1.3% | +0.1% | -1.5% | -1.4% |
| 30D | -3.3% | +6.2% | -9.5% | -4.3% |
| 3M | -2.3% | +12.4% | -14.6% | -4.2% |
| 6M | -8.9% | +9.0% | -17.9% | -10.5% |
| YTD | +4.8% | +52.2% | -47.4% | -2.5% |
| 1Y | +18.7% | +65.0% | -46.3% | +8.9% |
| 3Y | +33.2% | +78.8% | -45.6% | +19.3% |
| 5Y | +10.9% | +286.0% | -275.1% | -13.5% |
| 10Y | +251.8% | +420.7% | -168.9% | +138.0% |
| All | +3,007.1% | +5,432.5% | -2,425.4% | +1,242.9% |
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