+64.1%
CNQ vs BAX
+9.9%
+54.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | +3.0% | -1.1% | +4.1% | +2.9% |
| 30D | +12.8% | -5.5% | +18.2% | +12.4% |
| 3M | +7.0% | +33.5% | -26.5% | +8.8% |
| 6M | +16.5% | +35.9% | -19.4% | +19.2% |
| YTD | +52.0% | +35.4% | +16.7% | +56.1% |
| 1Y | +64.1% | +9.8% | +54.3% | +67.8% |
| All | +64.1% | +9.9% | +54.2% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling