+58.7%
CNQ vs AZO
-11.4%
+70.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -1.0% |
| 7D | -13.5% | +1.5% | -14.9% | -13.4% |
| 30D | +2.2% | +13.0% | -10.8% | +2.7% |
| 3M | +7.8% | +4.8% | +3.0% | +8.0% |
| 6M | +8.5% | -9.2% | +17.7% | +9.2% |
| YTD | +47.6% | -5.2% | +52.8% | +47.5% |
| 1Y | +58.7% | -12.4% | +71.1% | +61.9% |
| All | +58.7% | -11.4% | +70.0% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling