+280.0%
CNQ vs AUR
-35.7%
+315.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.6% |
| 7D | +0.1% | +1.4% | -1.3% | 0.0% |
| 30D | +6.2% | -6.4% | +12.6% | +6.4% |
| 3M | +12.4% | +7.7% | +4.7% | +11.6% |
| 6M | +9.0% | +44.5% | -35.5% | +5.9% |
| YTD | +52.2% | +67.4% | -15.2% | +46.3% |
| 1Y | +65.0% | +15.4% | +49.6% | +61.7% |
| 3Y | +78.8% | +94.8% | -16.0% | +63.8% |
| 5Y | +286.0% | -35.1% | +321.1% | +218.8% |
| All | +280.0% | -35.7% | +315.7% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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