+290.3%
CNQ vs BURL
-18.1%
+308.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.2% | +1.6% |
| 7D | -0.9% | -7.0% | +6.1% | -0.2% |
| 30D | +8.7% | -35.6% | +44.3% | +13.8% |
| 3M | +15.8% | -26.3% | +42.1% | +19.3% |
| 6M | +13.3% | -20.7% | +33.9% | +15.0% |
| YTD | +54.7% | -17.2% | +71.9% | +56.0% |
| 1Y | +69.5% | -15.0% | +84.6% | +69.7% |
| 3Y | +77.3% | +53.2% | +24.1% | +62.3% |
| 5Y | +290.3% | -18.7% | +309.0% | +289.7% |
| All | +290.3% | -18.1% | +308.4% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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