+415.5%
CNQ vs BRO
+294.2%
+121.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | +0.1% | -7.3% | +7.4% | +3.1% |
| 30D | +6.2% | -6.9% | +13.1% | +9.0% |
| 3M | +12.4% | +10.7% | +1.7% | +6.2% |
| 6M | +9.0% | -2.7% | +11.7% | +8.3% |
| YTD | +52.2% | -16.3% | +68.5% | +61.1% |
| 1Y | +65.0% | -29.1% | +94.1% | +88.1% |
| 3Y | +78.8% | -7.8% | +86.7% | +69.2% |
| 5Y | +286.0% | +18.7% | +267.2% | +193.4% |
| All | +415.5% | +294.2% | +121.3% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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