+493.0%
CNQ vs ALM
+7,261.5%
-6,768.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.6% | +8.5% | -1.1% |
| 7D | -0.7% | -7.1% | +6.5% | -0.7% |
| 30D | +6.7% | +24.7% | -18.0% | +6.7% |
| 3M | +12.8% | +8.3% | +4.5% | +12.8% |
| 6M | +13.3% | -22.2% | +35.5% | +13.3% |
| YTD | +53.1% | +88.1% | -35.0% | +52.8% |
| 1Y | +66.1% | +272.4% | -206.3% | +65.6% |
| 3Y | +75.4% | +2,004.1% | -1,928.7% | +74.4% |
| 5Y | +288.1% | +915.8% | -627.7% | +286.0% |
| 10Y | +423.6% | +2,776.7% | -2,353.1% | +420.8% |
| All | +493.0% | +7,261.5% | -6,768.5% | +490.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling