+5,096.9%
CNQ vs BG
+1,169.9%
+3,927.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | +0.3% |
| 7D | +0.1% | +3.1% | -3.0% | -1.5% |
| 30D | +6.2% | +10.2% | -4.0% | +0.9% |
| 3M | +12.4% | -1.7% | +14.0% | +12.6% |
| 6M | +9.0% | +1.0% | +8.0% | +7.5% |
| YTD | +52.2% | +39.9% | +12.3% | +27.1% |
| 1Y | +65.0% | +53.2% | +11.8% | +30.1% |
| 3Y | +78.8% | +16.3% | +62.6% | +58.3% |
| 5Y | +286.0% | +83.9% | +202.1% | +163.8% |
| 10Y | +420.7% | +165.1% | +255.6% | +180.8% |
| All | +5,096.9% | +1,169.9% | +3,927.1% | +2,422.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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