+5,556.5%
CNQ vs AU
+732.2%
+4,824.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.1% | -4.3% | +4.4% | +1.0% |
| 30D | +6.2% | +7.3% | -1.1% | +4.2% |
| 3M | +12.4% | +26.3% | -14.0% | +5.6% |
| 6M | +9.0% | +1.8% | +7.3% | +5.3% |
| YTD | +52.2% | +26.8% | +25.4% | +38.1% |
| 1Y | +65.0% | +66.7% | -1.7% | +38.8% |
| 3Y | +78.8% | +579.1% | -500.2% | +2.6% |
| 5Y | +286.0% | +689.3% | -403.4% | +104.8% |
| 10Y | +420.7% | +686.6% | -265.9% | +124.0% |
| All | +5,556.5% | +732.2% | +4,824.3% | +2,003.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling