+63.3%
ADM vs CNQ
+278.6%
-215.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +9.5% | +6.2% | +3.3% | +7.1% |
| 3M | +10.6% | +12.4% | -1.8% | +6.0% |
| 6M | +24.0% | +9.0% | +15.0% | +19.5% |
| YTD | +54.0% | +52.2% | +1.7% | +31.5% |
| 1Y | +45.3% | +65.0% | -19.7% | +20.2% |
| 3Y | +21.8% | +78.8% | -57.1% | -4.8% |
| All | +63.3% | +278.6% | -215.3% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling