+64.3%
XLF vs CNQ
+278.6%
-214.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.2% | +6.2% | -7.4% | -2.4% |
| 3M | +9.2% | +12.4% | -3.2% | +6.4% |
| 6M | +16.3% | +9.0% | +7.3% | +13.4% |
| YTD | +5.4% | +52.2% | -46.8% | -5.3% |
| 1Y | +7.6% | +65.0% | -57.4% | -5.5% |
| 3Y | +74.2% | +78.8% | -4.6% | +46.2% |
| All | +64.3% | +278.6% | -214.4% | +5.5% |
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 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