+174.6%
QLD vs CNQ
+71.7%
+102.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +2.1% |
| 7D | -1.2% | -0.8% | -0.5% | -1.1% |
| 30D | -3.0% | +5.3% | -8.3% | -4.5% |
| 3M | -2.8% | +11.4% | -14.2% | -6.1% |
| 6M | +32.0% | +8.1% | +23.9% | +27.2% |
| YTD | +27.3% | +50.9% | -23.6% | +5.4% |
| 1Y | +37.9% | +63.6% | -25.6% | +9.3% |
| 3Y | +174.6% | +77.2% | +97.4% | +108.4% |
| All | +174.6% | +71.7% | +102.9% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling