+72.3%
CNQ vs BTSG
+389.4%
-317.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.6% |
| 7D | +0.1% | -3.3% | +3.4% | +0.2% |
| 30D | +6.2% | -1.6% | +7.8% | +6.2% |
| 3M | +12.4% | -6.9% | +19.3% | +12.2% |
| 6M | +9.0% | +42.1% | -33.1% | +5.4% |
| YTD | +52.2% | +56.8% | -4.6% | +45.6% |
| 1Y | +65.0% | +109.8% | -44.8% | +53.0% |
| All | +72.3% | +389.4% | -317.1% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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