-29.8%
BABA vs CNQ
+278.6%
-308.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -12.7% | +6.2% | -18.9% | -14.2% |
| 3M | -3.0% | +12.4% | -15.4% | -6.4% |
| 6M | -19.1% | +9.0% | -28.1% | -21.9% |
| YTD | -24.7% | +52.2% | -77.0% | -34.9% |
| 1Y | -29.0% | +65.0% | -94.1% | -40.3% |
| 3Y | +30.9% | +78.8% | -47.9% | +5.1% |
| All | -29.8% | +278.6% | -308.4% | -55.9% |
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