+689.2%
CNQ vs ACI
+21.2%
+668.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.7% | -1.8% |
| 7D | -0.8% | -3.7% | +3.0% | -0.3% |
| 30D | +5.3% | +0.6% | +4.7% | +5.1% |
| 3M | +11.4% | -20.3% | +31.7% | +14.0% |
| 6M | +8.1% | -24.7% | +32.7% | +11.4% |
| YTD | +50.9% | -27.2% | +78.1% | +56.1% |
| 1Y | +63.6% | -32.7% | +96.3% | +70.9% |
| 3Y | +77.2% | -43.9% | +121.2% | +89.4% |
| 5Y | +282.5% | -38.9% | +321.4% | +297.9% |
| All | +689.2% | +21.2% | +668.0% | +710.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling