+550.5%
BA vs CNQ
+5,523.4%
-4,972.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -1.2% | -0.9% | -0.3% | -0.9% |
| 30D | -11.3% | +8.7% | -20.0% | -13.7% |
| 3M | -3.8% | +15.8% | -19.6% | -8.8% |
| 6M | -8.3% | +13.3% | -21.5% | -13.4% |
| YTD | -4.9% | +54.7% | -59.6% | -19.1% |
| 1Y | -10.1% | +69.5% | -79.6% | -26.0% |
| 3Y | -2.3% | +77.3% | -79.6% | -22.4% |
| 5Y | -3.5% | +290.3% | -293.9% | -41.9% |
| 10Y | +74.6% | +429.3% | -354.7% | -11.4% |
| All | +550.5% | +5,523.4% | -4,972.9% | +115.5% |
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