+415.5%
CNQ vs CRL
+256.1%
+159.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | +0.1% | -3.5% | +3.7% | +1.0% |
| 30D | +6.2% | -2.1% | +8.3% | +6.6% |
| 3M | +12.4% | +48.0% | -35.6% | +0.9% |
| 6M | +9.0% | +64.7% | -55.7% | -6.3% |
| YTD | +52.2% | +39.5% | +12.7% | +36.0% |
| 1Y | +65.0% | +74.2% | -9.2% | +36.8% |
| 3Y | +78.8% | +39.4% | +39.5% | +48.4% |
| 5Y | +286.0% | -36.9% | +322.9% | +321.1% |
| All | +415.5% | +256.1% | +159.4% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling