+596.8%
CNQ vs AG
+409.0%
+187.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.9% |
| 7D | -0.8% | -6.7% | +6.0% | +0.6% |
| 30D | +5.3% | +2.2% | +3.1% | +4.4% |
| 3M | +11.4% | +15.7% | -4.3% | +6.8% |
| 6M | +8.1% | -23.8% | +31.8% | +10.6% |
| YTD | +50.9% | +17.6% | +33.2% | +38.4% |
| 1Y | +63.6% | +88.6% | -25.1% | +33.2% |
| 3Y | +77.2% | +253.4% | -176.2% | +17.2% |
| 5Y | +282.5% | +62.4% | +220.1% | +184.1% |
| 10Y | +416.1% | +61.2% | +354.8% | +211.6% |
| All | +596.8% | +409.0% | +187.9% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling