+268.9%
CNQ vs BTG
+373.5%
-104.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | +0.1% | -3.8% | +3.9% | +0.6% |
| 30D | +6.2% | +3.6% | +2.6% | +5.4% |
| 3M | +12.4% | +32.0% | -19.6% | +7.0% |
| 6M | +9.0% | +3.4% | +5.7% | +6.6% |
| YTD | +52.2% | +20.8% | +31.4% | +44.4% |
| 1Y | +65.0% | +22.4% | +42.6% | +55.1% |
| 3Y | +78.8% | +91.7% | -12.9% | +53.6% |
| 5Y | +286.0% | +79.0% | +207.0% | +231.4% |
| 10Y | +420.7% | +152.6% | +268.2% | +289.0% |
| All | +268.9% | +373.5% | -104.7% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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