+907.8%
BX vs CNQ
+447.2%
+460.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.7% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | -12.2% | +6.2% | -18.4% | -14.6% |
| 3M | +7.4% | +12.4% | -5.0% | +1.3% |
| 6M | +22.2% | +9.0% | +13.1% | +15.1% |
| YTD | -14.0% | +52.2% | -66.2% | -30.3% |
| 1Y | -27.3% | +65.0% | -92.3% | -43.3% |
| 3Y | +24.5% | +78.8% | -54.3% | -8.4% |
| 5Y | +18.9% | +286.0% | -267.1% | -39.2% |
| 10Y | +665.4% | +420.7% | +244.7% | +176.2% |
| All | +907.8% | +447.2% | +460.6% | +133.9% |
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