+5,587.9%
CNQ vs ALB
+1,427.3%
+4,160.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | +0.1% |
| 7D | -0.7% | -7.6% | +6.9% | +2.4% |
| 30D | +6.7% | -5.6% | +12.3% | +8.7% |
| 3M | +12.8% | -16.8% | +29.6% | +19.8% |
| 6M | +13.3% | -26.3% | +39.6% | +23.5% |
| YTD | +53.1% | -13.2% | +66.3% | +52.8% |
| 1Y | +66.1% | +68.8% | -2.7% | +22.2% |
| 3Y | +75.4% | -30.7% | +106.1% | +62.5% |
| 5Y | +288.1% | -46.3% | +334.4% | +263.9% |
| 10Y | +423.6% | +81.7% | +341.9% | +124.3% |
| All | +5,587.9% | +1,427.3% | +4,160.6% | +1,060.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling