-16.5%
ABT vs CNQ
+65.4%
-82.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.5% |
| 7D | -3.7% | +3.0% | -6.7% | -3.5% |
| 30D | +2.5% | +12.8% | -10.3% | +3.1% |
| 3M | +20.2% | +7.0% | +13.2% | +20.5% |
| 6M | -2.9% | +16.5% | -19.4% | -2.1% |
| YTD | -11.9% | +52.0% | -64.0% | -9.9% |
| 1Y | -16.5% | +64.1% | -80.6% | -13.6% |
| All | -16.5% | +65.4% | -82.0% | -13.6% |
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 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