+78.8%
CNQ vs AME
+59.6%
+19.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.8% | -1.0% |
| 7D | +0.1% | +1.7% | -1.6% | -0.1% |
| 30D | +6.2% | -6.4% | +12.6% | +7.2% |
| 3M | +12.4% | +7.1% | +5.3% | +10.9% |
| 6M | +9.0% | +8.2% | +0.9% | +7.0% |
| YTD | +52.2% | +18.2% | +34.0% | +45.1% |
| 1Y | +65.0% | +26.7% | +38.3% | +53.6% |
| 3Y | +78.8% | +60.7% | +18.1% | +54.0% |
| All | +78.8% | +59.6% | +19.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling