+447.5%
CNQ vs AR
-27.8%
+475.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.9% | -1.2% | +0.3% | -0.5% |
| 30D | +8.7% | +5.5% | +3.1% | +6.8% |
| 3M | +15.8% | +12.9% | +3.0% | +11.3% |
| 6M | +13.3% | +0.1% | +13.2% | +13.1% |
| YTD | +54.7% | +13.5% | +41.2% | +48.0% |
| 1Y | +69.5% | +21.6% | +48.0% | +57.8% |
| 3Y | +77.3% | +46.0% | +31.4% | +50.8% |
| 5Y | +290.3% | +143.7% | +146.6% | +173.4% |
| 10Y | +429.3% | +44.3% | +385.0% | +349.2% |
| All | +447.5% | -27.8% | +475.2% | +489.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling