+325.4%
CNQ vs CLBK
+65.5%
+259.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.1% | -1.5% | +1.6% | +0.7% |
| 30D | +6.2% | -1.0% | +7.2% | +6.6% |
| 3M | +12.4% | +22.9% | -10.6% | +2.6% |
| 6M | +9.0% | +44.2% | -35.2% | -7.5% |
| YTD | +52.2% | +64.0% | -11.8% | +21.4% |
| 1Y | +65.0% | +65.7% | -0.6% | +30.0% |
| 3Y | +78.8% | +54.1% | +24.8% | +36.9% |
| 5Y | +286.0% | +44.7% | +241.3% | +163.4% |
| All | +325.4% | +65.5% | +259.9% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling