+5,556.5%
CNQ vs APD
+1,658.8%
+3,897.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.1% |
| 7D | +0.1% | -3.3% | +3.4% | +2.2% |
| 30D | +6.2% | -4.2% | +10.4% | +8.9% |
| 3M | +12.4% | +5.4% | +6.9% | +7.7% |
| 6M | +9.0% | +6.3% | +2.8% | +3.7% |
| YTD | +52.2% | +20.3% | +31.9% | +32.9% |
| 1Y | +65.0% | +1.6% | +63.4% | +58.3% |
| 3Y | +78.8% | +4.0% | +74.8% | +60.5% |
| 5Y | +286.0% | +23.3% | +262.7% | +197.8% |
| 10Y | +420.7% | +165.6% | +255.1% | +136.4% |
| All | +5,556.5% | +1,658.8% | +3,897.8% | +1,094.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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