+9.0%
CNQ vs ALM
-25.6%
+34.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +6.0% | -0.7% |
| 7D | +0.1% | -11.8% | +12.0% | -0.1% |
| 30D | +6.2% | +7.8% | -1.6% | +6.6% |
| 3M | +12.4% | -9.3% | +21.6% | +13.0% |
| 6M | +9.0% | -30.5% | +39.5% | +8.7% |
| All | +9.0% | -25.6% | +34.6% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling