+90.3%
CNQ vs ADVB
-88.9%
+179.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.1% |
| 7D | -0.7% | -5.9% | +5.2% | -0.6% |
| 30D | +6.7% | +13.9% | -7.2% | +6.4% |
| 3M | +12.8% | +127.3% | -114.5% | +10.7% |
| 6M | +13.3% | +77.0% | -63.7% | +11.1% |
| YTD | +53.1% | +51.5% | +1.5% | +50.1% |
| 1Y | +66.1% | -11.3% | +77.4% | +64.9% |
| All | +90.3% | -88.9% | +179.2% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling