+390.6%
LLY vs CNQ
+278.6%
+112.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.9% |
| 3M | -3.8% | +12.4% | -16.1% | -4.8% |
| 6M | +11.9% | +9.0% | +2.9% | +10.7% |
| YTD | +4.3% | +52.2% | -47.9% | -0.3% |
| 1Y | +48.5% | +65.0% | -16.6% | +40.5% |
| 3Y | +91.2% | +78.8% | +12.4% | +78.7% |
| All | +390.6% | +278.6% | +112.0% | +335.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling