+272.1%
CNQ vs CRL
-37.1%
+309.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | +0.1% | -3.5% | +3.7% | +0.5% |
| 30D | +6.2% | -2.1% | +8.3% | +6.4% |
| 3M | +12.4% | +48.0% | -35.6% | +6.5% |
| 6M | +9.0% | +64.7% | -55.7% | +1.0% |
| YTD | +52.2% | +39.5% | +12.7% | +44.3% |
| 1Y | +65.0% | +74.2% | -9.2% | +49.6% |
| 3Y | +78.8% | +39.4% | +39.5% | +61.8% |
| All | +272.1% | -37.1% | +309.2% | +259.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling