+69.5%
T vs CNQ
+278.6%
-209.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.1% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +7.5% | +6.2% | +1.3% | +6.7% |
| 3M | +14.8% | +12.4% | +2.5% | +13.1% |
| 6M | -1.7% | +9.0% | -10.8% | -3.0% |
| YTD | +8.7% | +52.2% | -43.5% | +3.2% |
| 1Y | -7.5% | +65.0% | -72.5% | -13.0% |
| 3Y | +110.2% | +78.8% | +31.4% | +92.0% |
| All | +69.5% | +278.6% | -209.1% | +32.2% |
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 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