+327.4%
CNQ vs ALHC
-31.6%
+359.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +0.9% |
| 7D | -0.9% | -4.1% | +3.2% | -0.9% |
| 30D | +8.7% | -5.4% | +14.1% | +8.7% |
| 3M | +15.8% | -32.1% | +48.0% | +15.9% |
| 6M | +13.3% | -28.5% | +41.7% | +13.2% |
| YTD | +54.7% | -34.0% | +88.7% | +54.8% |
| 1Y | +69.5% | -20.9% | +90.5% | +69.1% |
| 3Y | +77.3% | +151.5% | -74.2% | +68.9% |
| 5Y | +290.3% | -28.8% | +319.2% | +288.7% |
| All | +327.4% | -31.6% | +359.0% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling