+361.5%
CNQ vs BAH
+925.2%
-563.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.8% | -5.9% | -2.3% |
| 7D | -0.7% | +2.4% | -3.1% | -1.3% |
| 30D | +6.7% | -2.9% | +9.6% | +7.3% |
| 3M | +12.8% | -1.3% | +14.1% | +12.5% |
| 6M | +13.3% | -0.9% | +14.2% | +12.4% |
| YTD | +53.1% | -8.2% | +61.3% | +53.3% |
| 1Y | +66.1% | -24.0% | +90.0% | +74.1% |
| 3Y | +75.4% | -28.1% | +103.5% | +78.5% |
| 5Y | +288.1% | +2.5% | +285.6% | +246.5% |
| 10Y | +423.6% | +205.5% | +218.1% | +231.4% |
| All | +361.5% | +925.2% | -563.8% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling