+97.7%
CNQ vs BAM
+66.1%
+31.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.7% | -6.1% | +5.4% | +0.8% |
| 30D | +6.7% | -13.8% | +20.5% | +10.3% |
| 3M | +12.8% | +4.4% | +8.4% | +10.7% |
| 6M | +13.3% | +6.4% | +6.9% | +9.6% |
| YTD | +53.1% | -7.1% | +60.1% | +53.8% |
| 1Y | +66.1% | -11.8% | +77.9% | +69.5% |
| 3Y | +75.4% | +50.2% | +25.3% | +38.3% |
| All | +97.7% | +66.1% | +31.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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