+65.0%
CNQ vs AZO
-32.5%
+97.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.1% | -3.6% | +3.7% | -0.2% |
| 30D | +6.2% | -5.6% | +11.8% | +5.8% |
| 3M | +12.4% | -6.6% | +19.0% | +11.9% |
| 6M | +9.0% | -22.5% | +31.5% | +8.7% |
| YTD | +52.2% | -15.2% | +67.4% | +52.4% |
| 1Y | +65.0% | -33.9% | +99.0% | +57.4% |
| All | +65.0% | -32.5% | +97.6% | +57.4% |
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