+12.5%
AGG vs CNQ
+73.2%
-60.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.0% |
| 30D | -1.1% | +6.2% | -7.3% | -1.1% |
| 3M | -1.9% | +12.4% | -14.3% | -1.8% |
| 6M | -1.7% | +9.0% | -10.7% | -1.5% |
| YTD | -1.3% | +52.2% | -53.5% | -1.1% |
| 1Y | -0.7% | +65.0% | -65.8% | -0.6% |
| 3Y | +12.5% | +78.8% | -66.4% | +11.5% |
| All | +12.5% | +73.2% | -60.8% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 3y: compounded portfolio wealth divided by compounded CNQ 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…
3y analysis · Full analysis span regression · 6 months rolling