+884.2%
XLK vs CNQ
+5,432.5%
-4,548.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -0.6% | +6.2% | -6.8% | -2.0% |
| 3M | +2.6% | +12.4% | -9.8% | -0.4% |
| 6M | +34.0% | +9.0% | +24.9% | +30.3% |
| YTD | +30.7% | +52.2% | -21.5% | +17.6% |
| 1Y | +39.2% | +65.0% | -25.8% | +22.8% |
| 3Y | +120.4% | +78.8% | +41.6% | +88.5% |
| 5Y | +148.8% | +286.0% | -137.2% | +75.9% |
| 10Y | +803.3% | +420.7% | +382.6% | +441.4% |
| All | +884.2% | +5,432.5% | -4,548.3% | +333.7% |
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