+7.5%
CNQ vs AS
-11.0%
+18.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.0% |
| 7D | +2.5% | -4.9% | +7.3% | +0.8% |
| 30D | -4.0% | +3.9% | -7.9% | -2.6% |
| 3M | +5.5% | -9.6% | +15.1% | +2.3% |
| 6M | +7.5% | -8.7% | +16.1% | +4.8% |
| All | +7.5% | -11.0% | +18.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 6mo: compounded portfolio wealth divided by compounded AS 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…
6mo analysis · Full analysis span regression · 6 months rolling