+996.3%
NEM vs CNQ
+5,432.5%
-4,436.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +7.8% | +6.2% | +1.6% | +6.0% |
| 3M | +30.2% | +12.4% | +17.8% | +25.5% |
| 6M | +9.6% | +9.0% | +0.6% | +5.5% |
| YTD | +27.8% | +52.2% | -24.4% | +11.7% |
| 1Y | +60.7% | +65.0% | -4.3% | +36.8% |
| 3Y | +245.3% | +78.8% | +166.5% | +183.1% |
| 5Y | +155.3% | +286.0% | -130.6% | +62.9% |
| 10Y | +313.2% | +420.7% | -107.6% | +101.7% |
| All | +996.3% | +5,432.5% | -4,436.2% | +125.1% |
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