+541.1%
XLP vs CNQ
+5,523.4%
-4,982.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.2% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | -2.2% | +8.7% | -10.9% | -3.1% |
| 3M | -0.6% | +15.8% | -16.4% | -2.3% |
| 6M | -2.2% | +13.3% | -15.4% | -3.8% |
| YTD | +8.3% | +54.7% | -46.5% | +2.8% |
| 1Y | +5.7% | +69.5% | -63.8% | -0.8% |
| 3Y | +25.7% | +77.3% | -51.7% | +16.2% |
| 5Y | +31.3% | +290.3% | -259.1% | +9.7% |
| 10Y | +106.2% | +429.3% | -323.1% | +57.2% |
| All | +541.1% | +5,523.4% | -4,982.3% | +261.5% |
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 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