+847.8%
XOM vs CNQ
+5,432.5%
-4,584.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.7% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | +4.6% | +6.2% | -1.6% | +2.0% |
| 3M | +14.0% | +12.4% | +1.6% | +8.5% |
| 6M | +11.0% | +9.0% | +1.9% | +6.9% |
| YTD | +40.7% | +52.2% | -11.5% | +18.0% |
| 1Y | +52.3% | +65.0% | -12.7% | +23.4% |
| 3Y | +60.5% | +78.8% | -18.4% | +24.3% |
| 5Y | +266.4% | +286.0% | -19.6% | +109.5% |
| 10Y | +194.4% | +420.7% | -226.3% | +35.3% |
| All | +847.8% | +5,432.5% | -4,584.7% | +33.4% |
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