-27.3%
NRG vs CNQ
+66.7%
-94.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -6.0% | +6.2% | -12.2% | -6.3% |
| 3M | -8.0% | +12.4% | -20.3% | -8.2% |
| 6M | -23.2% | +9.0% | -32.2% | -23.2% |
| YTD | -28.1% | +52.2% | -80.3% | -34.6% |
| 1Y | -27.3% | +65.0% | -92.3% | -34.8% |
| All | -27.3% | +66.7% | -94.0% | -34.8% |
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