+272.1%
CNQ vs BAX
-68.1%
+340.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +0.1% | -7.9% | +8.0% | +0.9% |
| 30D | +6.2% | -11.7% | +17.9% | +7.4% |
| 3M | +12.4% | +16.2% | -3.8% | +10.2% |
| 6M | +9.0% | +32.0% | -23.0% | +5.1% |
| YTD | +52.2% | +24.7% | +27.5% | +47.1% |
| 1Y | +65.0% | -2.6% | +67.7% | +65.1% |
| 3Y | +78.8% | -35.0% | +113.8% | +87.2% |
| All | +272.1% | -68.1% | +340.1% | +324.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling