+446.1%
CNQ vs ALLE
+248.5%
+197.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +2.1% |
| 7D | -0.9% | -2.2% | +1.3% | 0.0% |
| 30D | +8.7% | -8.3% | +17.0% | +12.9% |
| 3M | +15.8% | +16.3% | -0.4% | +6.5% |
| 6M | +13.3% | +1.8% | +11.5% | +9.9% |
| YTD | +54.7% | -3.9% | +58.7% | +53.7% |
| 1Y | +69.5% | -10.0% | +79.6% | +73.2% |
| 3Y | +77.3% | +45.8% | +31.5% | +35.9% |
| 5Y | +290.3% | +13.3% | +277.1% | +234.6% |
| 10Y | +429.3% | +155.3% | +274.0% | +200.2% |
| All | +446.1% | +248.5% | +197.6% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling