+33.2%
W vs CNQ
+73.2%
-40.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -4.2% | +6.2% | -10.4% | -5.6% |
| 3M | +26.9% | +12.4% | +14.5% | +22.8% |
| 6M | +31.2% | +9.0% | +22.2% | +25.7% |
| YTD | -1.8% | +52.2% | -54.0% | -22.3% |
| 1Y | +9.3% | +65.0% | -55.7% | -18.6% |
| 3Y | +33.2% | +78.8% | -45.6% | -3.9% |
| All | +33.2% | +73.2% | -40.0% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling