+415.5%
CNQ vs ACM
+134.0%
+281.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | +0.1% | -4.6% | +4.7% | +2.6% |
| 30D | +6.2% | +4.1% | +2.1% | +3.2% |
| 3M | +12.4% | -8.3% | +20.7% | +15.2% |
| 6M | +9.0% | -30.1% | +39.1% | +28.5% |
| YTD | +52.2% | -32.6% | +84.8% | +80.6% |
| 1Y | +65.0% | -49.6% | +114.6% | +131.7% |
| 3Y | +78.8% | -23.0% | +101.9% | +84.0% |
| 5Y | +286.0% | +2.0% | +284.0% | +218.4% |
| All | +415.5% | +134.0% | +281.5% | +175.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling