-18.6%
NRG vs CNQ
+65.4%
-84.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.3% | +7.7% | +6.5% |
| 7D | +7.1% | +3.0% | +4.1% | +6.9% |
| 30D | -1.4% | +12.8% | -14.2% | -2.3% |
| 3M | -10.5% | +7.0% | -17.5% | -10.2% |
| 6M | -26.7% | +16.5% | -43.2% | -28.3% |
| YTD | -24.5% | +52.0% | -76.6% | -31.9% |
| 1Y | -18.6% | +64.1% | -82.7% | -28.4% |
| All | -18.6% | +65.4% | -84.0% | -28.4% |
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