+64.1%
CNQ vs ALB
+60.9%
+3.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -1.0% |
| 7D | +3.0% | -8.1% | +11.1% | +3.6% |
| 30D | +12.8% | +6.3% | +6.5% | +12.2% |
| 3M | +7.0% | -23.6% | +30.6% | +9.1% |
| 6M | +16.5% | -24.6% | +41.1% | +18.9% |
| YTD | +52.0% | -10.3% | +62.3% | +53.0% |
| 1Y | +64.1% | +61.5% | +2.6% | +59.6% |
| All | +64.1% | +60.9% | +3.2% | +59.6% |
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