+469.4%
SHEL vs CNQ
+5,432.5%
-4,963.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | +8.4% | +6.2% | +2.2% | +5.3% |
| 3M | +13.7% | +12.4% | +1.3% | +7.5% |
| 6M | +12.7% | +9.0% | +3.7% | +7.5% |
| YTD | +35.3% | +52.2% | -16.9% | +10.4% |
| 1Y | +39.4% | +65.0% | -25.7% | +9.3% |
| 3Y | +71.5% | +78.8% | -7.4% | +27.4% |
| 5Y | +195.0% | +286.0% | -91.0% | +52.2% |
| 10Y | +211.1% | +420.7% | -209.7% | +26.3% |
| All | +469.4% | +5,432.5% | -4,963.1% | -19.4% |
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 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