+391.8%
CNQ vs APTV
+179.8%
+212.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | +0.1% | -5.0% | +5.1% | +2.1% |
| 30D | +6.2% | -6.1% | +12.3% | +8.4% |
| 3M | +12.4% | -33.0% | +45.4% | +29.6% |
| 6M | +9.0% | -35.2% | +44.3% | +24.7% |
| YTD | +52.2% | -40.1% | +92.4% | +78.3% |
| 1Y | +65.0% | -45.6% | +110.6% | +100.2% |
| 3Y | +78.8% | -54.4% | +133.2% | +120.5% |
| 5Y | +286.0% | -68.9% | +354.9% | +436.9% |
| 10Y | +420.7% | -17.2% | +437.9% | +307.8% |
| All | +391.8% | +179.8% | +212.0% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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