+505.0%
XYZ vs CNQ
+571.3%
-66.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | 0.0% | +6.7% | -6.7% | -2.3% |
| 3M | +18.7% | +12.8% | +5.9% | +12.9% |
| 6M | +20.5% | +13.3% | +7.2% | +13.0% |
| YTD | +21.5% | +53.1% | -31.6% | +1.9% |
| 1Y | +7.2% | +66.1% | -58.8% | -12.9% |
| 3Y | +49.0% | +75.4% | -26.5% | +16.7% |
| 5Y | -68.1% | +288.1% | -356.2% | -80.8% |
| 10Y | +601.6% | +423.6% | +178.0% | +229.7% |
| All | +505.0% | +571.3% | -66.3% | +148.6% |
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 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