Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ADI vs CNQ✓SelectedUSD · CNQADI vs CNQ performance historyLatest closeAs of+4.85%09/11
Stock and ETF performance explorer

ADI vs CNQ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+835.8%
CNQ return
+5,432.5%
Excess return
-4,596.7%
Maximum drawdown
-82.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCNQExcessAlpha
1D+4.9%-0.6%+5.4%+5.0%
7D+4.6%+0.1%+4.4%+4.5%
30D-1.2%+6.2%-7.4%-2.7%
3M-7.8%+12.4%-20.2%-10.9%
6M+19.3%+9.0%+10.3%+15.5%
YTD+40.9%+52.2%-11.3%+24.8%
1Y+54.5%+65.0%-10.5%+33.8%
3Y+123.4%+78.8%+44.6%+87.6%
5Y+142.3%+286.0%-143.7%+64.0%
10Y+664.1%+420.7%+243.4%+332.4%
All+835.8%+5,432.5%-4,596.7%+228.8%

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 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