+5,506.2%
CNQ vs CRL
+914.2%
+4,592.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -1.9% |
| 7D | -0.8% | -3.5% | +2.8% | +0.1% |
| 30D | +5.3% | -2.1% | +7.4% | +5.7% |
| 3M | +11.4% | +48.0% | -36.6% | -0.2% |
| 6M | +8.1% | +64.7% | -56.7% | -7.3% |
| YTD | +50.9% | +39.5% | +11.4% | +34.3% |
| 1Y | +63.6% | +74.2% | -10.6% | +35.9% |
| 3Y | +77.2% | +39.4% | +37.9% | +47.9% |
| 5Y | +282.5% | -36.9% | +319.4% | +287.7% |
| 10Y | +416.1% | +253.3% | +162.8% | +211.4% |
| All | +5,506.2% | +914.2% | +4,592.1% | +2,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling