+430.9%
CNQ vs ABCL
-81.2%
+512.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.8% | +1.4% | -3.2% | -1.8% |
| 30D | +11.8% | +65.1% | -53.2% | +9.0% |
| 3M | +11.1% | +111.1% | -99.9% | +6.8% |
| 6M | +12.1% | +231.6% | -219.5% | +4.9% |
| YTD | +53.4% | +234.5% | -181.1% | +42.7% |
| 1Y | +71.4% | +174.3% | -103.0% | +60.7% |
| 3Y | +75.8% | +111.5% | -35.7% | +62.0% |
| 5Y | +286.0% | -37.3% | +323.3% | +263.7% |
| All | +430.9% | -81.2% | +512.2% | +404.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling