+78.8%
CNQ vs ALC
-19.1%
+98.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +0.1% | -6.3% | +6.5% | +1.0% |
| 30D | +6.2% | -10.3% | +16.5% | +7.7% |
| 3M | +12.4% | -0.7% | +13.1% | +12.3% |
| 6M | +9.0% | -17.8% | +26.9% | +11.8% |
| YTD | +52.2% | -15.8% | +68.0% | +55.2% |
| 1Y | +65.0% | -16.7% | +81.8% | +68.4% |
| 3Y | +78.8% | -19.7% | +98.6% | +80.0% |
| All | +78.8% | -19.1% | +98.0% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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