+159.8%
XLB vs CNQ
+426.2%
-266.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -2.8% | +0.1% | -3.0% | -2.9% |
| 30D | -3.1% | +6.2% | -9.3% | -4.7% |
| 3M | -0.2% | +12.4% | -12.5% | -3.7% |
| 6M | +3.1% | +9.0% | -6.0% | -0.4% |
| YTD | +13.3% | +52.2% | -38.9% | -0.5% |
| 1Y | +12.0% | +65.0% | -53.0% | -4.1% |
| 3Y | +31.4% | +78.8% | -47.4% | +7.9% |
| 5Y | +33.9% | +286.0% | -252.1% | -13.1% |
| All | +159.8% | +426.2% | -266.4% | +39.2% |
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