+599.1%
XYZ vs CNQ
+426.2%
+172.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +1.2% | +6.2% | -5.0% | -1.1% |
| 3M | +14.6% | +12.4% | +2.3% | +9.1% |
| 6M | +22.6% | +9.0% | +13.5% | +16.3% |
| YTD | +21.7% | +52.2% | -30.5% | +1.6% |
| 1Y | +6.7% | +65.0% | -58.3% | -13.7% |
| 3Y | +46.8% | +78.8% | -32.0% | +13.2% |
| 5Y | -68.0% | +286.0% | -354.0% | -81.1% |
| All | +599.1% | +426.2% | +172.9% | +223.5% |
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