+272.1%
CNQ vs AU
+686.2%
-414.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +0.1% | -4.3% | +4.4% | +0.6% |
| 30D | +6.2% | +7.3% | -1.1% | +5.3% |
| 3M | +12.4% | +26.3% | -14.0% | +9.1% |
| 6M | +9.0% | +1.8% | +7.3% | +7.5% |
| YTD | +52.2% | +26.8% | +25.4% | +44.0% |
| 1Y | +65.0% | +66.7% | -1.7% | +47.8% |
| 3Y | +78.8% | +579.1% | -500.2% | +18.9% |
| All | +272.1% | +686.2% | -414.2% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling