+2,007.2%
O vs CNQ
+5,432.5%
-3,425.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -4.5% | +6.2% | -10.7% | -5.8% |
| 3M | -2.6% | +12.4% | -15.0% | -5.3% |
| 6M | -5.6% | +9.0% | -14.6% | -8.0% |
| YTD | +9.3% | +52.2% | -42.9% | -1.1% |
| 1Y | +4.3% | +65.0% | -60.7% | -7.4% |
| 3Y | +27.4% | +78.8% | -51.4% | +8.8% |
| 5Y | +17.1% | +286.0% | -268.9% | -18.2% |
| 10Y | +53.7% | +420.7% | -367.0% | -10.0% |
| All | +2,007.2% | +5,432.5% | -3,425.3% | +754.3% |
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