+91.7%
BKNG vs CNQ
+280.7%
-189.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -10.7% | -0.7% | -10.0% | -10.6% |
| 30D | -18.1% | +6.7% | -24.8% | -19.1% |
| 3M | +8.5% | +12.8% | -4.3% | +5.9% |
| 6M | -0.1% | +13.3% | -13.4% | -3.4% |
| YTD | -18.2% | +53.1% | -71.3% | -26.8% |
| 1Y | -19.9% | +66.1% | -85.9% | -30.0% |
| 3Y | +41.6% | +75.4% | -33.8% | +18.3% |
| All | +91.7% | +280.7% | -189.1% | +16.0% |
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 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