+315.5%
ARM vs CNQ
+76.3%
+239.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +12.5% | -0.9% | +13.4% | +12.8% |
| 30D | -1.4% | +8.7% | -10.0% | -3.9% |
| 3M | -18.7% | +15.8% | -34.5% | -22.7% |
| 6M | +124.6% | +13.3% | +111.4% | +111.0% |
| YTD | +141.7% | +54.7% | +87.0% | +90.8% |
| 1Y | +87.7% | +69.5% | +18.1% | +40.3% |
| All | +315.5% | +76.3% | +239.3% | +185.5% |
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