+161.3%
W vs CNQ
+352.8%
-191.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | +26.9% | +12.4% | +14.5% | +20.7% |
| 6M | +31.2% | +9.0% | +22.2% | +24.2% |
| YTD | -1.8% | +52.2% | -54.0% | -17.8% |
| 1Y | +9.3% | +65.0% | -55.7% | -11.5% |
| 3Y | +33.2% | +78.8% | -45.6% | +4.7% |
| 5Y | -62.4% | +286.0% | -348.4% | -77.1% |
| 10Y | +158.2% | +420.7% | -262.5% | +13.5% |
| All | +161.3% | +352.8% | -191.5% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling