+91.2%
LLY vs CNQ
+73.2%
+18.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -8.4% | +6.2% | -14.6% | -9.0% |
| 3M | -3.8% | +12.4% | -16.1% | -5.1% |
| 6M | +11.9% | +9.0% | +2.9% | +10.3% |
| YTD | +4.3% | +52.2% | -47.9% | -2.4% |
| 1Y | +48.5% | +65.0% | -16.6% | +36.8% |
| 3Y | +91.2% | +78.8% | +12.4% | +71.4% |
| All | +91.2% | +73.2% | +18.0% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 3y: compounded portfolio wealth divided by compounded CNQ 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…
3y analysis · Full analysis span regression · 6 months rolling