+282.9%
QCOM vs CNQ
+426.2%
-143.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.0% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | +12.2% | +6.2% | +6.0% | +10.2% |
| 3M | -9.9% | +12.4% | -22.2% | -13.2% |
| 6M | +36.9% | +9.0% | +27.9% | +31.9% |
| YTD | +8.0% | +52.2% | -44.2% | -6.1% |
| 1Y | +15.0% | +65.0% | -50.0% | -2.6% |
| 3Y | +75.8% | +78.8% | -3.0% | +43.5% |
| 5Y | +42.2% | +286.0% | -243.8% | -7.5% |
| All | +282.9% | +426.2% | -143.3% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling