+272.1%
CNQ vs ABCL
-42.5%
+314.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.8% |
| 7D | +0.1% | -4.7% | +4.8% | +0.3% |
| 30D | +6.2% | +5.2% | +1.0% | +5.7% |
| 3M | +12.4% | +106.6% | -94.3% | +7.3% |
| 6M | +9.0% | +198.4% | -189.3% | +1.3% |
| YTD | +52.2% | +218.4% | -166.2% | +40.0% |
| 1Y | +65.0% | +136.2% | -71.2% | +54.3% |
| 3Y | +78.8% | +103.2% | -24.3% | +62.5% |
| All | +272.1% | -42.5% | +314.5% | +245.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling