+216.4%
TER vs CNQ
+278.6%
-62.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.1% | +2.8% |
| 7D | +6.4% | +0.1% | +6.2% | +6.3% |
| 30D | -5.7% | +6.2% | -11.9% | -7.6% |
| 3M | -0.4% | +12.4% | -12.8% | -4.5% |
| 6M | +25.8% | +9.0% | +16.8% | +20.3% |
| YTD | +96.4% | +52.2% | +44.2% | +63.9% |
| 1Y | +229.2% | +65.0% | +164.2% | +165.9% |
| 3Y | +288.1% | +78.8% | +209.3% | +198.4% |
| All | +216.4% | +278.6% | -62.2% | +88.3% |
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