+65.0%
CNQ vs BAX
-0.4%
+65.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | +0.1% | -7.9% | +8.0% | -0.4% |
| 30D | +6.2% | -11.7% | +17.9% | +5.5% |
| 3M | +12.4% | +16.2% | -3.8% | +13.3% |
| 6M | +9.0% | +32.0% | -23.0% | +10.6% |
| YTD | +52.2% | +24.7% | +27.5% | +55.0% |
| 1Y | +65.0% | -2.6% | +67.7% | +69.6% |
| All | +65.0% | -0.4% | +65.4% | +69.6% |
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