+4,308.5%
CNQ vs AGI
+5,307.1%
-998.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +0.1% | -2.7% | +2.9% | +0.5% |
| 30D | +6.2% | +7.2% | -1.0% | +4.9% |
| 3M | +12.4% | +4.3% | +8.1% | +10.8% |
| 6M | +9.0% | -27.1% | +36.1% | +12.6% |
| YTD | +52.2% | -6.6% | +58.8% | +50.2% |
| 1Y | +65.0% | +9.5% | +55.5% | +57.8% |
| 3Y | +78.8% | +208.4% | -129.6% | +42.5% |
| 5Y | +286.0% | +401.6% | -115.7% | +180.8% |
| 10Y | +420.7% | +387.3% | +33.4% | +237.0% |
| All | +4,308.5% | +5,307.1% | -998.6% | +1,777.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling