+62.8%
CNQ vs ABCL
+138.2%
-75.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.4% |
| 7D | -9.4% | -10.0% | +0.5% | -9.6% |
| 30D | +2.8% | -10.9% | +13.6% | +2.6% |
| 3M | +8.5% | +101.6% | -93.2% | +9.8% |
| 6M | +6.4% | +167.5% | -161.1% | +9.8% |
| YTD | +50.9% | +259.1% | -208.2% | +54.8% |
| 1Y | +62.8% | +152.2% | -89.3% | +68.6% |
| All | +62.8% | +138.2% | -75.4% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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