+209.6%
BP vs CNQ
+5,432.5%
-5,222.9%
-63.9%
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% | +0.3% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +8.7% | +6.2% | +2.5% | +5.6% |
| 3M | +9.3% | +12.4% | -3.0% | +3.5% |
| 6M | +13.6% | +9.0% | +4.6% | +9.0% |
| YTD | +37.7% | +52.2% | -14.5% | +12.5% |
| 1Y | +40.6% | +65.0% | -24.4% | +10.5% |
| 3Y | +40.3% | +78.8% | -38.5% | +4.8% |
| 5Y | +141.4% | +286.0% | -144.6% | +24.8% |
| 10Y | +136.1% | +420.7% | -284.7% | -4.4% |
| All | +209.6% | +5,432.5% | -5,222.9% | -60.5% |
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