+294.1%
CNQ vs BTDR
+19.6%
+274.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.6% |
| 7D | +0.1% | -3.4% | +3.5% | +0.1% |
| 30D | +6.2% | +32.6% | -26.4% | +5.9% |
| 3M | +12.4% | -32.2% | +44.6% | +12.7% |
| 6M | +9.0% | +52.4% | -43.3% | +7.8% |
| YTD | +52.2% | +6.7% | +45.5% | +51.4% |
| 1Y | +65.0% | -15.2% | +80.3% | +64.3% |
| 3Y | +78.8% | +14.9% | +64.0% | +76.6% |
| 5Y | +286.0% | +20.8% | +265.2% | +280.3% |
| All | +294.1% | +19.6% | +274.5% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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