+505.4%
CNQ vs AMCR
+93.5%
+411.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | +0.1% | -6.3% | +6.4% | +2.2% |
| 30D | +6.2% | -7.8% | +14.0% | +8.9% |
| 3M | +12.4% | +7.5% | +4.8% | +8.7% |
| 6M | +9.0% | +2.7% | +6.3% | +5.6% |
| YTD | +52.2% | +6.0% | +46.2% | +45.0% |
| 1Y | +65.0% | +7.8% | +57.2% | +55.7% |
| 3Y | +78.8% | +5.8% | +73.1% | +66.5% |
| 5Y | +286.0% | -11.6% | +297.6% | +283.2% |
| 10Y | +420.7% | +14.6% | +406.1% | +346.0% |
| All | +505.4% | +93.5% | +411.9% | +419.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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