+415.5%
CNQ vs AA
+122.9%
+292.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.1% | -3.4% | +3.5% | +1.2% |
| 30D | +6.2% | -5.8% | +12.0% | +8.0% |
| 3M | +12.4% | -29.9% | +42.3% | +25.1% |
| 6M | +9.0% | -27.0% | +36.0% | +17.4% |
| YTD | +52.2% | -8.7% | +60.9% | +49.5% |
| 1Y | +65.0% | +50.6% | +14.4% | +33.1% |
| 3Y | +78.8% | +74.1% | +4.8% | +24.8% |
| 5Y | +286.0% | +2.6% | +283.4% | +195.2% |
| All | +415.5% | +122.9% | +292.6% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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