+13.3%
CNQ vs AG
-25.0%
+38.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -1.4% |
| 7D | -0.7% | -5.8% | +5.1% | -1.1% |
| 30D | +6.7% | +6.4% | +0.3% | +7.4% |
| 3M | +12.8% | +28.4% | -15.6% | +15.8% |
| 6M | +13.3% | -24.5% | +37.8% | +13.6% |
| All | +13.3% | -25.0% | +38.4% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 6mo: compounded portfolio wealth divided by compounded AG 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…
6mo analysis · Full analysis span regression · 6 months rolling