+415.5%
CNQ vs CRS
+1,392.1%
-976.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.1% |
| 7D | +0.1% | -6.8% | +6.9% | +2.6% |
| 30D | +6.2% | -16.1% | +22.3% | +12.9% |
| 3M | +12.4% | -21.2% | +33.5% | +20.9% |
| 6M | +9.0% | +8.7% | +0.3% | +1.5% |
| YTD | +52.2% | +41.0% | +11.2% | +26.4% |
| 1Y | +65.0% | +82.7% | -17.6% | +21.1% |
| 3Y | +78.8% | +604.8% | -525.9% | -33.8% |
| 5Y | +286.0% | +1,384.7% | -1,098.7% | -8.4% |
| All | +415.5% | +1,392.1% | -976.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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