+78.8%
CNQ vs ALB
-33.7%
+112.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.9% | -0.1% |
| 7D | +0.1% | -6.6% | +6.7% | +1.0% |
| 30D | +6.2% | -8.1% | +14.3% | +7.3% |
| 3M | +12.4% | -25.7% | +38.0% | +16.6% |
| 6M | +9.0% | -29.5% | +38.5% | +13.2% |
| YTD | +52.2% | -16.2% | +68.4% | +53.3% |
| 1Y | +65.0% | +59.2% | +5.8% | +49.5% |
| 3Y | +78.8% | -33.7% | +112.6% | +64.5% |
| All | +78.8% | -33.7% | +112.6% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling