+125.1%
QLD vs CNQ
+278.6%
-153.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -1.2% | +0.1% | -1.4% | -1.3% |
| 30D | -3.0% | +6.2% | -9.2% | -5.3% |
| 3M | -2.8% | +12.4% | -15.2% | -7.7% |
| 6M | +32.0% | +9.0% | +23.0% | +25.1% |
| YTD | +27.3% | +52.2% | -24.9% | +2.8% |
| 1Y | +37.9% | +65.0% | -27.1% | +6.8% |
| 3Y | +174.6% | +78.8% | +95.8% | +98.6% |
| All | +125.1% | +278.6% | -153.5% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling