+415.5%
CNQ vs BDX
+59.3%
+356.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +0.1% | -3.2% | +3.3% | +0.9% |
| 30D | +6.2% | -2.5% | +8.8% | +6.8% |
| 3M | +12.4% | +21.4% | -9.0% | +6.5% |
| 6M | +9.0% | +10.4% | -1.4% | +5.6% |
| YTD | +52.2% | +18.8% | +33.4% | +44.1% |
| 1Y | +65.0% | +21.7% | +43.3% | +54.9% |
| 3Y | +78.8% | -10.0% | +88.8% | +81.1% |
| 5Y | +286.0% | -1.8% | +287.8% | +273.8% |
| All | +415.5% | +59.3% | +356.2% | +381.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling