-25.6%
TSLA vs CNQ
+60.9%
-86.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.5% | -9.3% | -11.1% |
| 7D | -14.8% | -11.2% | -3.6% | -17.0% |
| 30D | -9.7% | +1.7% | -11.4% | -9.0% |
| 3M | +6.9% | +10.3% | -3.4% | +10.4% |
| 6M | -11.7% | +4.3% | -16.0% | -9.0% |
| YTD | -23.6% | +48.7% | -72.3% | -17.3% |
| 1Y | -25.6% | +57.9% | -83.5% | -17.2% |
| All | -25.6% | +60.9% | -86.5% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling