+5,649.5%
CNQ vs ALK
+566.5%
+5,083.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -0.9% | -3.0% | +2.1% | -0.4% |
| 30D | +8.7% | -14.6% | +23.3% | +11.2% |
| 3M | +15.8% | -10.6% | +26.4% | +16.7% |
| 6M | +13.3% | -6.7% | +20.0% | +11.7% |
| YTD | +54.7% | -19.8% | +74.5% | +55.8% |
| 1Y | +69.5% | -35.2% | +104.7% | +76.2% |
| 3Y | +77.3% | +1.4% | +75.9% | +65.2% |
| 5Y | +290.3% | -30.7% | +321.0% | +282.9% |
| 10Y | +429.3% | -37.4% | +466.7% | +402.8% |
| All | +5,649.5% | +566.5% | +5,083.1% | +4,400.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling