+13.3%
CNQ vs ALK
-1.6%
+14.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.5% |
| 7D | -0.9% | -3.0% | +2.1% | -1.9% |
| 30D | +8.7% | -14.6% | +23.3% | +3.0% |
| 3M | +15.8% | -10.6% | +26.4% | +12.4% |
| 6M | +13.3% | -6.7% | +20.0% | +15.8% |
| All | +13.3% | -1.6% | +14.8% | +15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling