+415.5%
CNQ vs PBR
+697.0%
-281.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.1% |
| 7D | +0.1% | +5.4% | -5.2% | -2.5% |
| 30D | +6.2% | +22.9% | -16.7% | -4.3% |
| 3M | +12.4% | +19.6% | -7.3% | +2.7% |
| 6M | +9.0% | +16.5% | -7.5% | +0.7% |
| YTD | +52.2% | +86.7% | -34.4% | +11.1% |
| 1Y | +65.0% | +74.7% | -9.7% | +24.0% |
| 3Y | +78.8% | +102.6% | -23.7% | +22.5% |
| 5Y | +286.0% | +566.6% | -280.6% | +34.5% |
| All | +415.5% | +697.0% | -281.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling