+272.1%
CNQ vs ALLY
-4.7%
+276.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | +0.1% | -3.8% | +3.9% | +1.0% |
| 30D | +6.2% | -4.9% | +11.1% | +7.4% |
| 3M | +12.4% | -2.6% | +15.0% | +12.5% |
| 6M | +9.0% | +15.7% | -6.7% | +3.0% |
| YTD | +52.2% | -5.2% | +57.4% | +52.0% |
| 1Y | +65.0% | +2.8% | +62.2% | +60.0% |
| 3Y | +78.8% | +63.4% | +15.4% | +46.4% |
| All | +272.1% | -4.7% | +276.7% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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