+9,112.2%
QLD vs CNQ
+686.2%
+8,426.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.6% |
| 7D | +3.0% | -1.8% | +4.7% | +3.8% |
| 30D | -1.8% | +11.8% | -13.7% | -7.2% |
| 3M | -1.8% | +11.1% | -12.9% | -7.8% |
| 6M | +36.9% | +12.1% | +24.8% | +25.9% |
| YTD | +28.7% | +53.4% | -24.7% | +0.7% |
| 1Y | +41.9% | +71.4% | -29.5% | +4.6% |
| 3Y | +184.2% | +75.8% | +108.4% | +102.3% |
| 5Y | +122.1% | +286.0% | -163.9% | +3.5% |
| 10Y | +1,646.5% | +400.8% | +1,245.7% | +489.6% |
| All | +9,112.2% | +686.2% | +8,426.0% | +1,881.6% |
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