+415.5%
CNQ vs ALM
+2,589.2%
-2,173.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +6.0% | -0.4% |
| 7D | +0.1% | -11.8% | +12.0% | +0.4% |
| 30D | +6.2% | +7.8% | -1.6% | +5.9% |
| 3M | +12.4% | -9.3% | +21.6% | +12.4% |
| 6M | +9.0% | -30.5% | +39.5% | +9.5% |
| YTD | +52.2% | +75.8% | -23.6% | +48.4% |
| 1Y | +65.0% | +241.2% | -176.2% | +56.9% |
| 3Y | +78.8% | +1,872.6% | -1,793.8% | +57.2% |
| 5Y | +286.0% | +849.6% | -563.6% | +244.7% |
| All | +415.5% | +2,589.2% | -2,173.7% | +375.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling