+272.1%
CNQ vs ALC
-20.7%
+292.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +0.1% | -6.3% | +6.5% | +1.6% |
| 30D | +6.2% | -10.3% | +16.5% | +8.8% |
| 3M | +12.4% | -0.7% | +13.1% | +12.2% |
| 6M | +9.0% | -17.8% | +26.9% | +13.5% |
| YTD | +52.2% | -15.8% | +68.0% | +57.0% |
| 1Y | +65.0% | -16.7% | +81.8% | +70.4% |
| 3Y | +78.8% | -19.7% | +98.6% | +82.6% |
| All | +272.1% | -20.7% | +292.8% | +267.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling