+65.0%
CNQ vs ALLE
-10.0%
+75.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.3% |
| 7D | +0.1% | -2.4% | +2.5% | -0.3% |
| 30D | +6.2% | -7.7% | +13.9% | +4.7% |
| 3M | +12.4% | +15.2% | -2.8% | +15.0% |
| 6M | +9.0% | +5.4% | +3.6% | +11.6% |
| YTD | +52.2% | -2.9% | +55.1% | +57.7% |
| 1Y | +65.0% | -12.8% | +77.8% | +65.6% |
| All | +65.0% | -10.0% | +75.0% | +65.6% |
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