+135.9%
XLU vs CNQ
+426.2%
-290.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -3.3% | +6.2% | -9.5% | -4.0% |
| 3M | -3.2% | +12.4% | -15.5% | -4.7% |
| 6M | -7.0% | +9.0% | -16.0% | -8.3% |
| YTD | +0.6% | +52.2% | -51.6% | -4.9% |
| 1Y | +2.4% | +65.0% | -62.6% | -4.3% |
| 3Y | +46.3% | +78.8% | -32.6% | +33.9% |
| 5Y | +44.0% | +286.0% | -242.0% | +18.8% |
| All | +135.9% | +426.2% | -290.3% | +70.5% |
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 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