+57.9%
CNQ vs BR
-10.4%
+68.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.2% |
| 7D | -11.2% | +8.9% | -20.1% | -10.6% |
| 30D | +1.7% | +22.2% | -20.5% | +3.1% |
| 3M | +10.3% | +19.4% | -9.1% | +11.7% |
| 6M | +4.3% | +29.1% | -24.9% | +6.5% |
| YTD | +48.7% | -11.5% | +60.2% | +47.7% |
| 1Y | +57.9% | -9.3% | +67.2% | +56.0% |
| All | +57.9% | -10.4% | +68.3% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling