+272.1%
CNQ vs BAH
+2.5%
+269.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +0.1% | +4.3% | -4.1% | -0.5% |
| 30D | +6.2% | -2.5% | +8.7% | +6.5% |
| 3M | +12.4% | -0.9% | +13.3% | +12.2% |
| 6M | +9.0% | +1.5% | +7.6% | +8.3% |
| YTD | +52.2% | -8.0% | +60.2% | +52.3% |
| 1Y | +65.0% | -24.7% | +89.8% | +70.5% |
| 3Y | +78.8% | -28.4% | +107.2% | +75.6% |
| All | +272.1% | +2.5% | +269.5% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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