+147.8%
XEL vs CNQ
+426.2%
-278.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -3.9% | +6.2% | -10.1% | -4.4% |
| 3M | -2.8% | +12.4% | -15.2% | -3.8% |
| 6M | -5.4% | +9.0% | -14.4% | -6.3% |
| YTD | +3.8% | +52.2% | -48.5% | -0.1% |
| 1Y | +6.8% | +65.0% | -58.2% | +2.1% |
| 3Y | +45.6% | +78.8% | -33.2% | +36.9% |
| 5Y | +30.7% | +286.0% | -255.3% | +13.8% |
| All | +147.8% | +426.2% | -278.4% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling