+5,556.5%
CNQ vs BHP
+3,497.7%
+2,058.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.4% |
| 7D | +0.1% | -3.6% | +3.7% | +2.3% |
| 30D | +6.2% | -1.2% | +7.4% | +6.6% |
| 3M | +12.4% | +1.2% | +11.2% | +9.9% |
| 6M | +9.0% | +21.4% | -12.4% | -7.5% |
| YTD | +52.2% | +50.4% | +1.8% | +11.4% |
| 1Y | +65.0% | +67.5% | -2.5% | +11.9% |
| 3Y | +78.8% | +72.8% | +6.0% | +14.7% |
| 5Y | +286.0% | +112.6% | +173.4% | +107.8% |
| 10Y | +420.7% | +481.7% | -61.0% | +50.8% |
| All | +5,556.5% | +3,497.7% | +2,058.8% | +1,321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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