+494.9%
WULF vs CNQ
+5,432.5%
-4,937.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -2.6% | +6.2% | -8.8% | -3.5% |
| 3M | -34.0% | +12.4% | -46.3% | -35.2% |
| 6M | +10.0% | +9.0% | +1.0% | +7.9% |
| YTD | +45.7% | +52.2% | -6.5% | +36.2% |
| 1Y | +57.3% | +65.0% | -7.7% | +45.1% |
| 3Y | +878.9% | +78.8% | +800.1% | +797.3% |
| 5Y | -28.3% | +286.0% | -314.3% | -38.5% |
| 10Y | +82.7% | +420.7% | -338.1% | +49.4% |
| All | +494.9% | +5,432.5% | -4,937.6% | +380.5% |
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