+119.4%
U vs CNQ
+12.0%
+107.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.0% | +4.3% |
| 7D | +5.5% | +0.1% | +5.4% | +5.6% |
| 30D | -1.3% | +6.2% | -7.5% | +0.5% |
| 3M | +64.6% | +12.4% | +52.2% | +71.0% |
| 6M | +119.4% | +9.0% | +110.3% | +129.7% |
| All | +119.4% | +12.0% | +107.4% | +129.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling