+64.1%
CNQ vs CAG
-13.1%
+77.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | +3.0% | -3.8% | +6.8% | +3.0% |
| 30D | +12.8% | +3.1% | +9.6% | +12.9% |
| 3M | +7.0% | +23.5% | -16.5% | +6.4% |
| 6M | +16.5% | -14.8% | +31.3% | +19.9% |
| YTD | +52.0% | -5.4% | +57.5% | +53.3% |
| 1Y | +64.1% | -11.8% | +75.9% | +63.4% |
| All | +64.1% | -13.1% | +77.2% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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