+138.6%
NOK vs CNQ
+426.2%
-287.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.9% |
| 7D | +11.0% | +0.1% | +10.8% | +10.9% |
| 30D | +7.8% | +6.2% | +1.6% | +6.2% |
| 3M | -21.0% | +12.4% | -33.4% | -23.6% |
| 6M | +40.9% | +9.0% | +31.9% | +37.0% |
| YTD | +72.0% | +52.2% | +19.8% | +53.6% |
| 1Y | +140.9% | +65.0% | +75.9% | +110.0% |
| 3Y | +194.3% | +78.8% | +115.4% | +146.4% |
| 5Y | +112.5% | +286.0% | -173.4% | +43.2% |
| All | +138.6% | +426.2% | -287.7% | +31.2% |
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