+78.8%
CNQ vs AR
+42.0%
+36.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.2% |
| 7D | +0.1% | -2.5% | +2.6% | +1.1% |
| 30D | +6.2% | +2.5% | +3.7% | +5.2% |
| 3M | +12.4% | +12.3% | +0.1% | +7.4% |
| 6M | +9.0% | -3.1% | +12.1% | +10.1% |
| YTD | +52.2% | +11.5% | +40.7% | +45.7% |
| 1Y | +65.0% | +17.0% | +48.0% | +54.4% |
| 3Y | +78.8% | +47.3% | +31.5% | +44.9% |
| All | +78.8% | +42.0% | +36.8% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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