+272.1%
CNQ vs AA
+1.1%
+271.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.1% | -3.4% | +3.5% | +0.9% |
| 30D | +6.2% | -5.8% | +12.0% | +7.5% |
| 3M | +12.4% | -29.9% | +42.3% | +21.7% |
| 6M | +9.0% | -27.0% | +36.0% | +15.3% |
| YTD | +52.2% | -8.7% | +60.9% | +50.3% |
| 1Y | +65.0% | +50.6% | +14.4% | +40.1% |
| 3Y | +78.8% | +74.1% | +4.8% | +36.0% |
| All | +272.1% | +1.1% | +271.0% | +220.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling