+215.9%
NTAP vs CNQ
+5,432.5%
-5,216.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.7% |
| 7D | +7.4% | +0.1% | +7.3% | +7.3% |
| 30D | -1.4% | +6.2% | -7.6% | -3.2% |
| 3M | +24.6% | +12.4% | +12.2% | +19.9% |
| 6M | +105.9% | +9.0% | +96.9% | +98.8% |
| YTD | +88.5% | +52.2% | +36.3% | +64.9% |
| 1Y | +62.1% | +65.0% | -2.9% | +38.2% |
| 3Y | +169.1% | +78.8% | +90.2% | +120.5% |
| 5Y | +141.9% | +286.0% | -144.1% | +54.9% |
| 10Y | +644.0% | +420.7% | +223.3% | +293.7% |
| All | +215.9% | +5,432.5% | -5,216.6% | +30.6% |
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