+87.5%
CNQ vs ADVB
-89.8%
+177.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.5% | +6.0% | -1.3% |
| 7D | -0.8% | -12.3% | +11.5% | -0.5% |
| 30D | +5.3% | +7.8% | -2.5% | +5.0% |
| 3M | +11.4% | +104.2% | -92.9% | +9.5% |
| 6M | +8.1% | +58.1% | -50.1% | +6.2% |
| YTD | +50.9% | +40.2% | +10.6% | +48.1% |
| 1Y | +63.6% | -16.1% | +79.7% | +62.6% |
| All | +87.5% | -89.8% | +177.3% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling