+70.3%
XLI vs CNQ
+73.2%
-2.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -7.3% | +6.2% | -13.5% | -8.0% |
| 3M | -1.3% | +12.4% | -13.7% | -3.0% |
| 6M | +2.2% | +9.0% | -6.8% | +0.5% |
| YTD | +11.7% | +52.2% | -40.5% | +1.9% |
| 1Y | +14.3% | +65.0% | -50.8% | +2.0% |
| 3Y | +70.3% | +78.8% | -8.5% | +46.4% |
| All | +70.3% | +73.2% | -2.9% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling