+57.9%
CNQ vs CLBK
+62.3%
-4.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.5% |
| 7D | -11.2% | +2.5% | -13.7% | -11.1% |
| 30D | +1.7% | -1.2% | +2.9% | +1.7% |
| 3M | +10.3% | +2.6% | +7.7% | +10.7% |
| 6M | +4.3% | +26.5% | -22.2% | +6.3% |
| YTD | +48.7% | +56.4% | -7.7% | +51.1% |
| 1Y | +57.9% | +58.8% | -0.9% | +60.1% |
| All | +57.9% | +62.3% | -4.4% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling