+21.3%
ADM vs CNQ
+61.9%
-40.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.4% | +7.7% | +2.5% |
| 7D | -8.3% | -9.4% | +1.2% | -5.6% |
| 30D | -14.1% | +2.8% | -16.9% | -15.2% |
| 3M | -10.7% | +8.5% | -19.2% | -13.2% |
| 6M | -5.9% | +6.4% | -12.3% | -8.4% |
| YTD | +25.8% | +50.9% | -25.1% | +10.8% |
| 1Y | +21.3% | +62.8% | -41.6% | +6.6% |
| All | +21.3% | +61.9% | -40.6% | +6.6% |
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