+13.3%
CNQ vs CRL
+56.9%
-43.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -1.5% |
| 7D | -0.7% | -6.9% | +6.3% | -2.1% |
| 30D | +6.7% | -3.2% | +9.9% | +6.1% |
| 3M | +12.8% | +46.5% | -33.8% | +23.4% |
| 6M | +13.3% | +63.1% | -49.8% | +29.0% |
| All | +13.3% | +56.9% | -43.6% | +29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling