+413.7%
BAC vs CNQ
+5,383.3%
-4,969.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | -2.8% | +5.3% | -8.0% | -4.9% |
| 3M | +14.2% | +11.4% | +2.9% | +8.5% |
| 6M | +30.5% | +8.1% | +22.5% | +24.2% |
| YTD | +15.8% | +50.9% | -35.0% | -4.5% |
| 1Y | +26.2% | +63.6% | -37.4% | +0.2% |
| 3Y | +136.5% | +77.2% | +59.3% | +76.7% |
| 5Y | +75.9% | +282.5% | -206.6% | -8.5% |
| 10Y | +397.9% | +416.1% | -18.2% | +96.6% |
| All | +413.7% | +5,383.3% | -4,969.6% | +42.2% |
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