+58.7%
CNQ vs AJG
+15.4%
+43.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.9% |
| 7D | -13.5% | +2.0% | -15.5% | -13.3% |
| 30D | +2.2% | +24.0% | -21.8% | +3.0% |
| 3M | +7.8% | +12.2% | -4.4% | +8.1% |
| 6M | +8.5% | +43.9% | -35.4% | +10.0% |
| YTD | +47.6% | +9.8% | +37.8% | +48.5% |
| 1Y | +58.7% | +16.2% | +42.5% | +60.2% |
| All | +58.7% | +15.4% | +43.3% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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