+367.9%
APP vs CNQ
+321.2%
+46.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -4.4% | -0.9% | -3.5% | -4.2% |
| 30D | -10.0% | +8.7% | -18.7% | -12.0% |
| 3M | -41.4% | +15.8% | -57.2% | -44.1% |
| 6M | -41.0% | +13.3% | -54.3% | -43.8% |
| YTD | -54.7% | +54.7% | -109.4% | -61.1% |
| 1Y | -45.3% | +69.5% | -114.9% | -54.7% |
| 3Y | +624.3% | +77.3% | +546.9% | +483.5% |
| 5Y | +329.1% | +290.3% | +38.8% | +202.1% |
| All | +367.9% | +321.2% | +46.6% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling