+1,258.4%
NET vs CNQ
+456.6%
+801.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.8% | -8.0% |
| 7D | -21.2% | -11.2% | -10.0% | -19.2% |
| 30D | -31.1% | +1.7% | -32.8% | -31.4% |
| 3M | -16.5% | +10.3% | -26.8% | -18.5% |
| 6M | 0.0% | +4.3% | -4.2% | -1.4% |
| YTD | +24.0% | +48.7% | -24.7% | +12.4% |
| 1Y | +7.0% | +57.9% | -50.9% | -4.5% |
| 3Y | +279.6% | +63.7% | +215.9% | +232.5% |
| 5Y | +24.0% | +186.4% | -162.4% | -0.3% |
| All | +1,258.4% | +456.6% | +801.7% | +956.2% |
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