+217.9%
XLE vs CNQ
+278.6%
-60.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +6.7% | +6.2% | +0.5% | +2.6% |
| 3M | +14.9% | +12.4% | +2.5% | +6.2% |
| 6M | +15.9% | +9.0% | +6.9% | +8.7% |
| YTD | +47.7% | +52.2% | -4.5% | +11.0% |
| 1Y | +50.7% | +65.0% | -14.3% | +7.1% |
| 3Y | +57.9% | +78.8% | -21.0% | +2.6% |
| All | +217.9% | +278.6% | -60.7% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling