-48.1%
NOK vs CNQ
+5,432.5%
-5,480.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | +11.0% | +0.1% | +10.8% | +10.9% |
| 30D | +7.8% | +6.2% | +1.6% | +5.8% |
| 3M | -21.0% | +12.4% | -33.4% | -24.3% |
| 6M | +40.9% | +9.0% | +31.9% | +35.9% |
| YTD | +72.0% | +52.2% | +19.8% | +48.9% |
| 1Y | +140.9% | +65.0% | +75.9% | +102.5% |
| 3Y | +194.3% | +78.8% | +115.4% | +135.4% |
| 5Y | +112.5% | +286.0% | -173.4% | +29.2% |
| 10Y | +137.7% | +420.7% | -283.0% | +13.6% |
| All | -48.1% | +5,432.5% | -5,480.6% | -86.6% |
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