+244.1%
ON vs CNQ
+5,432.5%
-5,188.4%
-95.9%
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 | +2.4% | +0.1% | +2.2% | +2.3% |
| 30D | -8.6% | +6.2% | -14.8% | -11.0% |
| 3M | -34.3% | +12.4% | -46.7% | -37.9% |
| 6M | +28.5% | +9.0% | +19.5% | +21.8% |
| YTD | +40.6% | +52.2% | -11.6% | +15.3% |
| 1Y | +55.3% | +65.0% | -9.7% | +22.8% |
| 3Y | -22.2% | +78.8% | -101.0% | -41.2% |
| 5Y | +62.4% | +286.0% | -223.6% | -12.9% |
| 10Y | +642.1% | +420.7% | +221.4% | +209.9% |
| All | +244.1% | +5,432.5% | -5,188.4% | -1.5% |
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