+786.9%
XLE vs CNQ
+5,463.2%
-4,676.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | 0.0% |
| 7D | +0.5% | -0.7% | +1.1% | +0.8% |
| 30D | +6.6% | +6.7% | -0.1% | +2.7% |
| 3M | +12.3% | +12.8% | -0.5% | +4.8% |
| 6M | +18.4% | +13.3% | +5.1% | +9.8% |
| YTD | +47.2% | +53.1% | -5.8% | +15.3% |
| 1Y | +50.3% | +66.1% | -15.8% | +12.2% |
| 3Y | +55.3% | +75.4% | -20.1% | +10.4% |
| 5Y | +226.0% | +288.1% | -62.2% | +49.6% |
| 10Y | +179.7% | +423.6% | -243.9% | -3.3% |
| All | +786.9% | +5,463.2% | -4,676.3% | -21.4% |
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