+5,556.5%
CNQ vs AME
+9,828.2%
-4,271.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.8% | -2.6% |
| 7D | +0.1% | +1.7% | -1.6% | -1.0% |
| 30D | +6.2% | -6.4% | +12.6% | +10.3% |
| 3M | +12.4% | +7.1% | +5.3% | +6.6% |
| 6M | +9.0% | +8.2% | +0.9% | +1.2% |
| YTD | +52.2% | +18.2% | +34.0% | +33.0% |
| 1Y | +65.0% | +26.7% | +38.3% | +36.9% |
| 3Y | +78.8% | +60.7% | +18.1% | +23.5% |
| 5Y | +286.0% | +91.6% | +194.4% | +132.9% |
| 10Y | +420.7% | +441.1% | -20.3% | +71.7% |
| All | +5,556.5% | +9,828.2% | -4,271.7% | +841.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling