+369.5%
ALAB vs CNQ
+49.2%
+320.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +3.1% |
| 7D | -6.2% | -0.8% | -5.4% | -5.8% |
| 30D | -8.7% | +5.3% | -13.9% | -11.6% |
| 3M | -20.7% | +11.4% | -32.1% | -26.0% |
| 6M | +133.5% | +8.1% | +125.5% | +119.1% |
| YTD | +75.1% | +50.9% | +24.2% | +26.8% |
| 1Y | +25.0% | +63.6% | -38.5% | -15.2% |
| All | +369.5% | +49.2% | +320.3% | +232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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