+78.8%
CNQ vs ACI
-44.0%
+122.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -0.8% |
| 7D | +0.1% | -3.7% | +3.9% | +0.4% |
| 30D | +6.2% | +0.6% | +5.6% | +6.1% |
| 3M | +12.4% | -20.3% | +32.7% | +14.3% |
| 6M | +9.0% | -24.7% | +33.7% | +11.7% |
| YTD | +52.2% | -27.2% | +79.4% | +56.4% |
| 1Y | +65.0% | -32.7% | +97.8% | +71.2% |
| 3Y | +78.8% | -43.9% | +122.7% | +96.1% |
| All | +78.8% | -44.0% | +122.8% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling