+23.8%
BABA vs CNQ
+317.6%
-293.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.1% |
| 7D | -2.2% | -0.9% | -1.3% | -2.0% |
| 30D | -17.3% | +8.7% | -26.0% | -18.8% |
| 3M | -7.8% | +15.8% | -23.6% | -10.7% |
| 6M | -16.8% | +13.3% | -30.0% | -19.6% |
| YTD | -24.7% | +54.7% | -79.4% | -32.1% |
| 1Y | -24.9% | +69.5% | -94.5% | -33.7% |
| 3Y | +29.1% | +77.3% | -48.2% | +11.8% |
| 5Y | -30.5% | +290.3% | -320.9% | -48.8% |
| 10Y | +16.7% | +429.3% | -412.6% | -24.7% |
| All | +23.8% | +317.6% | -293.8% | -15.8% |
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