+2,067.6%
LLY vs CNQ
+5,463.2%
-3,395.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | -7.4% | +6.7% | -14.1% | -8.3% |
| 3M | -1.0% | +12.8% | -13.8% | -2.7% |
| 6M | +12.5% | +13.3% | -0.8% | +10.1% |
| YTD | +5.0% | +53.1% | -48.1% | -1.3% |
| 1Y | +49.8% | +66.1% | -16.3% | +39.1% |
| 3Y | +95.5% | +75.4% | +20.0% | +78.6% |
| 5Y | +390.7% | +288.1% | +102.5% | +296.2% |
| 10Y | +1,578.5% | +423.6% | +1,154.9% | +1,113.6% |
| All | +2,067.6% | +5,463.2% | -3,395.6% | +909.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling