+197.1%
ABT vs CNQ
+426.2%
-229.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -8.1% | +6.2% | -14.3% | -8.7% |
| 3M | +14.5% | +12.4% | +2.2% | +13.0% |
| 6M | -6.3% | +9.0% | -15.3% | -7.4% |
| YTD | -17.1% | +52.2% | -69.3% | -21.1% |
| 1Y | -21.4% | +65.0% | -86.4% | -25.8% |
| 3Y | +5.9% | +78.8% | -72.9% | -2.1% |
| 5Y | -12.8% | +286.0% | -298.7% | -27.3% |
| All | +197.1% | +426.2% | -229.1% | +124.8% |
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