+30.4%
BIL vs CNQ
+470.2%
-439.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | +0.3% | +6.2% | -5.9% | +0.3% |
| 3M | +0.9% | +12.4% | -11.4% | +0.9% |
| 6M | +1.8% | +9.0% | -7.2% | +1.8% |
| YTD | +2.5% | +52.2% | -49.7% | +2.6% |
| 1Y | +3.7% | +65.0% | -61.3% | +3.8% |
| 3Y | +14.1% | +78.8% | -64.7% | +14.2% |
| 5Y | +19.5% | +286.0% | -266.5% | +19.7% |
| 10Y | +25.3% | +420.7% | -395.4% | +25.7% |
| All | +30.4% | +470.2% | -439.8% | +31.0% |
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