+274.1%
CNQ vs ALLE
+11.1%
+263.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.7% | -2.8% | +2.1% | -0.1% |
| 30D | +6.7% | -10.2% | +16.9% | +9.1% |
| 3M | +12.8% | +17.4% | -4.6% | +7.9% |
| 6M | +13.3% | +3.3% | +10.0% | +11.5% |
| YTD | +53.1% | -4.2% | +57.3% | +53.6% |
| 1Y | +66.1% | -10.5% | +76.6% | +69.6% |
| 3Y | +75.4% | +45.4% | +30.0% | +49.7% |
| All | +274.1% | +11.1% | +263.1% | +255.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling