+97.5%
REGN vs CNQ
+426.2%
-328.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -2.0% | +6.2% | -8.2% | -2.6% |
| 3M | +28.0% | +12.4% | +15.6% | +26.2% |
| 6M | +1.2% | +9.0% | -7.9% | -0.2% |
| YTD | +1.6% | +52.2% | -50.6% | -3.6% |
| 1Y | +38.2% | +65.0% | -26.8% | +29.8% |
| 3Y | -5.4% | +78.8% | -84.2% | -12.6% |
| 5Y | +21.3% | +286.0% | -264.7% | +1.9% |
| All | +97.5% | +426.2% | -328.8% | +57.4% |
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 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