+272.1%
CNQ vs BRO
+17.6%
+254.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | +0.1% | -7.3% | +7.4% | +1.2% |
| 30D | +6.2% | -6.9% | +13.1% | +7.2% |
| 3M | +12.4% | +10.7% | +1.7% | +9.9% |
| 6M | +9.0% | -2.7% | +11.7% | +9.0% |
| YTD | +52.2% | -16.3% | +68.5% | +56.4% |
| 1Y | +65.0% | -29.1% | +94.1% | +75.6% |
| 3Y | +78.8% | -7.8% | +86.7% | +74.2% |
| All | +272.1% | +17.6% | +254.4% | +211.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling