+320.4%
CNQ vs ALHC
-33.8%
+354.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +0.1% | -6.9% | +7.0% | +0.1% |
| 30D | +6.2% | -6.7% | +12.9% | +6.2% |
| 3M | +12.4% | -37.7% | +50.1% | +12.5% |
| 6M | +9.0% | -30.0% | +39.0% | +9.0% |
| YTD | +52.2% | -36.2% | +88.4% | +52.3% |
| 1Y | +65.0% | -22.9% | +87.9% | +64.6% |
| 3Y | +78.8% | +138.4% | -59.5% | +70.6% |
| 5Y | +286.0% | -32.8% | +318.8% | +285.1% |
| All | +320.4% | -33.8% | +354.2% | +290.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling