+0.7%
XLY vs CNQ
+56.1%
-55.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.2% |
| 7D | +1.9% | -13.5% | +15.4% | -1.4% |
| 30D | +5.6% | +2.2% | +3.4% | +6.0% |
| 3M | -0.2% | +7.8% | -8.0% | +1.6% |
| 6M | -1.5% | +8.5% | -10.0% | +1.1% |
| YTD | -0.9% | +47.6% | -48.5% | +3.4% |
| 1Y | +0.7% | +58.7% | -58.0% | +7.2% |
| All | +0.7% | +56.1% | -55.4% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling