+1,096.5%
ADP vs CNQ
+5,383.3%
-4,286.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.6% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | -0.4% | +5.3% | -5.7% | -1.4% |
| 3M | +19.7% | +11.4% | +8.4% | +17.0% |
| 6M | +27.9% | +8.1% | +19.9% | +25.4% |
| YTD | +5.9% | +50.9% | -44.9% | -2.7% |
| 1Y | -7.5% | +63.6% | -71.1% | -16.4% |
| 3Y | +15.4% | +77.2% | -61.9% | +1.0% |
| 5Y | +48.4% | +282.5% | -234.1% | +10.0% |
| 10Y | +283.3% | +416.1% | -132.8% | +145.9% |
| All | +1,096.5% | +5,383.3% | -4,286.7% | +469.5% |
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