+5,556.5%
CNQ vs BAX
+82.2%
+5,474.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +0.1% | -7.9% | +8.0% | +2.5% |
| 30D | +6.2% | -11.7% | +17.9% | +10.0% |
| 3M | +12.4% | +16.2% | -3.8% | +6.2% |
| 6M | +9.0% | +32.0% | -23.0% | -2.0% |
| YTD | +52.2% | +24.7% | +27.5% | +37.6% |
| 1Y | +65.0% | -2.6% | +67.7% | +60.4% |
| 3Y | +78.8% | -35.0% | +113.8% | +90.8% |
| 5Y | +286.0% | -67.6% | +353.5% | +415.9% |
| 10Y | +420.7% | -38.4% | +459.2% | +446.7% |
| All | +5,556.5% | +82.2% | +5,474.4% | +4,822.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling