-5.9%
ABT vs CNQ
+61.9%
-67.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -7.4% | +13.0% | +5.0% |
| 7D | +12.5% | -9.4% | +22.0% | +11.7% |
| 30D | +16.1% | +2.8% | +13.4% | +15.8% |
| 3M | +10.2% | +8.5% | +1.7% | +10.1% |
| 6M | +33.7% | +6.4% | +27.3% | +33.4% |
| YTD | -5.5% | +50.9% | -56.4% | -5.7% |
| 1Y | -5.9% | +62.8% | -68.7% | -6.0% |
| All | -5.9% | +61.9% | -67.8% | -6.0% |
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