+169.4%
XLV vs CNQ
+426.2%
-256.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -1.8% | +6.2% | -8.0% | -2.7% |
| 3M | +7.8% | +12.4% | -4.6% | +5.9% |
| 6M | +9.1% | +9.0% | +0.1% | +7.3% |
| YTD | +7.7% | +52.2% | -44.5% | +0.8% |
| 1Y | +20.4% | +65.0% | -44.6% | +11.1% |
| 3Y | +30.8% | +78.8% | -48.1% | +17.7% |
| 5Y | +34.6% | +286.0% | -251.3% | +5.4% |
| All | +169.4% | +426.2% | -256.8% | +84.6% |
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