+5,556.5%
CNQ vs CAG
+138.0%
+5,418.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +0.1% | -5.7% | +5.8% | +1.6% |
| 30D | +6.2% | -2.4% | +8.6% | +6.8% |
| 3M | +12.4% | +9.8% | +2.6% | +9.0% |
| 6M | +9.0% | -10.8% | +19.9% | +11.4% |
| YTD | +52.2% | -10.8% | +63.0% | +55.1% |
| 1Y | +65.0% | -19.0% | +84.0% | +72.1% |
| 3Y | +78.8% | -39.7% | +118.5% | +99.0% |
| 5Y | +286.0% | -43.0% | +329.0% | +331.3% |
| 10Y | +420.7% | -36.0% | +456.7% | +423.9% |
| All | +5,556.5% | +138.0% | +5,418.5% | +3,594.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling