+297.3%
ADP vs CNQ
+443.6%
-146.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +2.0% | +5.8% | -3.8% | +0.8% |
| 3M | +23.1% | +13.3% | +9.8% | +19.7% |
| 6M | +34.5% | +6.9% | +27.6% | +32.0% |
| YTD | +10.0% | +53.0% | -43.0% | -0.1% |
| 1Y | -3.0% | +66.0% | -69.0% | -13.5% |
| 3Y | +19.7% | +74.3% | -54.6% | +3.6% |
| 5Y | +54.8% | +281.3% | -226.4% | +9.6% |
| 10Y | +297.3% | +447.7% | -150.5% | +128.3% |
| All | +297.3% | +443.6% | -146.4% | +128.3% |
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