+13.3%
CNQ vs AMC
+113.9%
-100.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.7% |
| 7D | -0.9% | -6.8% | +5.9% | -1.3% |
| 30D | +8.7% | +1.7% | +7.0% | +8.9% |
| 3M | +15.8% | +26.8% | -11.0% | +18.4% |
| 6M | +13.3% | +117.7% | -104.4% | +20.6% |
| All | +13.3% | +113.9% | -100.7% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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