+1,616.4%
AMAT vs CNQ
+426.2%
+1,190.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -16.6% | +6.2% | -22.8% | -18.4% |
| 3M | -17.3% | +12.4% | -29.7% | -21.0% |
| 6M | +30.3% | +9.0% | +21.3% | +24.5% |
| YTD | +78.3% | +52.2% | +26.1% | +50.4% |
| 1Y | +169.8% | +65.0% | +104.7% | +120.5% |
| 3Y | +218.5% | +78.8% | +139.7% | +149.1% |
| 5Y | +247.7% | +286.0% | -38.3% | +103.3% |
| All | +1,616.4% | +426.2% | +1,190.2% | +686.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling