-9.1%
NVTS vs CNQ
+200.6%
-209.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | -16.5% | +6.2% | -22.7% | -18.6% |
| 3M | -47.6% | +12.4% | -60.0% | -50.4% |
| 6M | +7.3% | +9.0% | -1.7% | +1.8% |
| YTD | +62.9% | +52.2% | +10.7% | +32.6% |
| 1Y | +91.3% | +65.0% | +26.2% | +48.9% |
| 3Y | +43.4% | +78.8% | -35.4% | +4.6% |
| All | -9.1% | +200.6% | -209.8% | -36.1% |
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