+598.8%
CNQ vs BUD
+191.0%
+407.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.8% |
| 7D | -0.7% | -3.2% | +2.5% | +1.1% |
| 30D | +6.7% | -3.7% | +10.4% | +8.7% |
| 3M | +12.8% | -4.4% | +17.2% | +15.0% |
| 6M | +13.3% | +7.7% | +5.6% | +6.4% |
| YTD | +53.1% | +23.1% | +30.0% | +32.6% |
| 1Y | +66.1% | +33.6% | +32.4% | +36.2% |
| 3Y | +75.4% | +44.7% | +30.7% | +30.6% |
| 5Y | +288.1% | +44.9% | +243.2% | +175.9% |
| 10Y | +423.6% | -23.1% | +446.7% | +409.3% |
| All | +598.8% | +191.0% | +407.9% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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