+62.8%
CNQ vs ACM
-46.6%
+109.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.9% | -10.3% | -7.1% |
| 7D | -9.4% | +9.5% | -19.0% | -8.6% |
| 30D | +2.8% | +14.7% | -12.0% | +4.1% |
| 3M | +8.5% | -9.5% | +18.0% | +7.5% |
| 6M | +6.4% | -18.0% | +24.4% | +5.4% |
| YTD | +50.9% | -27.3% | +78.2% | +50.4% |
| 1Y | +62.8% | -47.0% | +109.8% | +65.3% |
| All | +62.8% | -46.6% | +109.4% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling