+415.5%
CNQ vs ALK
-35.7%
+451.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.3% |
| 7D | +0.1% | -2.1% | +2.2% | +0.7% |
| 30D | +6.2% | -13.1% | +19.3% | +10.0% |
| 3M | +12.4% | -11.8% | +24.2% | +14.5% |
| 6M | +9.0% | -0.4% | +9.4% | +3.9% |
| YTD | +52.2% | -18.2% | +70.4% | +52.8% |
| 1Y | +65.0% | -35.5% | +100.6% | +77.8% |
| 3Y | +78.8% | +1.8% | +77.0% | +50.8% |
| 5Y | +286.0% | -26.6% | +312.6% | +255.0% |
| All | +415.5% | -35.7% | +451.2% | +296.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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