+62.8%
CNQ vs ALB
+4.7%
+58.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +5.3% | -12.7% | -7.6% |
| 7D | -9.4% | -2.1% | -7.4% | -9.3% |
| 30D | +2.8% | -9.0% | +11.8% | +3.4% |
| 3M | +8.5% | -21.1% | +29.6% | +10.3% |
| 6M | +6.4% | -49.9% | +56.3% | +11.5% |
| YTD | +50.9% | -32.3% | +83.2% | +56.6% |
| 1Y | +62.8% | +8.6% | +54.2% | +62.1% |
| All | +62.8% | +4.7% | +58.1% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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