+5,556.5%
CNQ vs BWA
+2,304.8%
+3,251.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.2% |
| 7D | +0.1% | -1.3% | +1.4% | +0.6% |
| 30D | +6.2% | -2.9% | +9.1% | +7.2% |
| 3M | +12.4% | -10.7% | +23.1% | +17.0% |
| 6M | +9.0% | +26.5% | -17.4% | -4.1% |
| YTD | +52.2% | +49.1% | +3.1% | +22.5% |
| 1Y | +65.0% | +52.1% | +13.0% | +30.7% |
| 3Y | +78.8% | +72.6% | +6.3% | +28.5% |
| 5Y | +286.0% | +89.4% | +196.6% | +157.6% |
| 10Y | +420.7% | +157.7% | +263.0% | +194.6% |
| All | +5,556.5% | +2,304.8% | +3,251.8% | +1,920.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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