-47.3%
NRG vs CNQ
+56.1%
-103.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.8% | +10.4% | +9.6% |
| 7D | -7.6% | -13.5% | +5.8% | -7.4% |
| 30D | -18.3% | +2.2% | -20.5% | -17.2% |
| 3M | -25.5% | +7.8% | -33.2% | -24.6% |
| 6M | -40.9% | +8.5% | -49.4% | -40.0% |
| YTD | -43.7% | +47.6% | -91.3% | -45.6% |
| 1Y | -47.3% | +58.7% | -106.0% | -47.9% |
| All | -47.3% | +56.1% | -103.5% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling