+60.2%
CNQ vs AGI
-1.5%
+61.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +10.8% | -18.2% | -6.8% |
| 7D | -9.4% | -5.3% | -4.2% | -9.2% |
| 30D | +2.8% | -7.1% | +9.9% | +3.0% |
| 3M | +8.5% | +4.4% | +4.0% | +9.2% |
| 6M | +6.4% | -23.0% | +29.4% | +6.9% |
| YTD | +50.9% | -22.0% | +72.9% | +49.4% |
| All | +60.2% | -1.5% | +61.7% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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