+77.2%
CNQ vs ABCL
+100.9%
-23.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -1.6% |
| 7D | -0.8% | -4.7% | +4.0% | -0.6% |
| 30D | +5.3% | +5.2% | +0.1% | +4.9% |
| 3M | +11.4% | +106.6% | -95.3% | +7.2% |
| 6M | +8.1% | +198.4% | -190.3% | +1.5% |
| YTD | +50.9% | +218.4% | -167.6% | +40.2% |
| 1Y | +63.6% | +136.2% | -72.7% | +54.5% |
| 3Y | +77.2% | +103.2% | -25.9% | +50.5% |
| All | +77.2% | +100.9% | -23.7% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling