+62.8%
CNQ vs ALLE
+18.6%
+44.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.8% | -9.2% | -7.1% |
| 7D | -9.4% | +6.7% | -16.1% | -8.5% |
| 30D | +2.8% | +25.4% | -22.6% | +6.2% |
| 3M | +8.5% | +16.9% | -8.5% | +10.8% |
| 6M | +6.4% | +46.6% | -40.2% | +12.7% |
| YTD | +50.9% | +22.4% | +28.5% | +61.2% |
| 1Y | +62.8% | +17.7% | +45.1% | +74.0% |
| All | +62.8% | +18.6% | +44.3% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling