+5,506.2%
CNQ vs AA
-8.9%
+5,515.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -0.8% | -3.4% | +2.6% | +0.6% |
| 30D | +5.3% | -5.8% | +11.0% | +7.5% |
| 3M | +11.4% | -29.9% | +41.3% | +27.3% |
| 6M | +8.1% | -27.0% | +35.1% | +18.2% |
| YTD | +50.9% | -8.7% | +59.6% | +47.2% |
| 1Y | +63.6% | +50.6% | +12.9% | +25.3% |
| 3Y | +77.2% | +74.1% | +3.2% | +13.4% |
| 5Y | +282.5% | +2.6% | +279.9% | +170.9% |
| 10Y | +416.1% | +121.0% | +295.1% | +95.7% |
| All | +5,506.2% | -8.9% | +5,515.1% | +2,515.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling