+239.3%
AMAT vs CNQ
+280.7%
-41.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.8% |
| 7D | +4.2% | -0.7% | +4.8% | +4.4% |
| 30D | -13.5% | +6.7% | -20.2% | -15.4% |
| 3M | -8.6% | +12.8% | -21.3% | -12.5% |
| 6M | +31.6% | +13.3% | +18.2% | +24.1% |
| YTD | +77.3% | +53.1% | +24.2% | +47.7% |
| 1Y | +179.4% | +66.1% | +113.3% | +124.4% |
| 3Y | +215.0% | +75.4% | +139.6% | +142.5% |
| All | +239.3% | +280.7% | -41.4% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling