+272.1%
CNQ vs ACGL
+157.3%
+114.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +0.1% | -2.0% | +2.2% | +0.6% |
| 30D | +6.2% | -1.2% | +7.4% | +6.5% |
| 3M | +12.4% | +5.4% | +6.9% | +10.5% |
| 6M | +9.0% | +1.4% | +7.7% | +8.1% |
| YTD | +52.2% | +0.2% | +52.0% | +51.0% |
| 1Y | +65.0% | +4.1% | +60.9% | +61.6% |
| 3Y | +78.8% | +28.2% | +50.6% | +58.9% |
| All | +272.1% | +157.3% | +114.8% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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