+75.4%
CNQ vs AS
+120.4%
-45.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.6% |
| 7D | +3.0% | -4.9% | +7.9% | +3.3% |
| 30D | +12.8% | -19.6% | +32.4% | +14.5% |
| 3M | +7.0% | -14.4% | +21.4% | +7.9% |
| 6M | +16.5% | -20.1% | +36.6% | +18.0% |
| YTD | +52.0% | -20.9% | +73.0% | +53.8% |
| 1Y | +64.1% | -21.9% | +86.0% | +65.7% |
| All | +75.4% | +120.4% | -45.0% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling