+103.2%
XLP vs CNQ
+426.2%
-323.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -2.0% | +6.2% | -8.2% | -2.6% |
| 3M | -1.5% | +12.4% | -13.9% | -2.8% |
| 6M | -0.2% | +9.0% | -9.2% | -1.4% |
| YTD | +8.7% | +52.2% | -43.5% | +3.5% |
| 1Y | +6.3% | +65.0% | -58.7% | +0.3% |
| 3Y | +25.1% | +78.8% | -53.8% | +15.6% |
| 5Y | +32.4% | +286.0% | -253.6% | +10.5% |
| All | +103.2% | +426.2% | -323.1% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling