+848.6%
QQQ vs CNQ
+5,432.5%
-4,583.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.2% | +6.2% | -7.4% | -2.6% |
| 3M | -0.2% | +12.4% | -12.6% | -3.1% |
| 6M | +17.9% | +9.0% | +8.9% | +14.7% |
| YTD | +16.6% | +52.2% | -35.6% | +5.1% |
| 1Y | +23.0% | +65.0% | -42.0% | +8.7% |
| 3Y | +92.9% | +78.8% | +14.1% | +65.1% |
| 5Y | +95.6% | +286.0% | -190.4% | +38.5% |
| 10Y | +570.4% | +420.7% | +149.7% | +301.2% |
| All | +848.6% | +5,432.5% | -4,583.9% | +285.2% |
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