+5,587.9%
CNQ vs DRI
+3,676.1%
+1,911.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.7% | -4.8% | +4.2% | +0.9% |
| 30D | +6.7% | -5.2% | +11.9% | +8.3% |
| 3M | +12.8% | +2.7% | +10.1% | +11.2% |
| 6M | +13.3% | +3.6% | +9.7% | +10.8% |
| YTD | +53.1% | +15.4% | +37.6% | +43.9% |
| 1Y | +66.1% | +1.3% | +64.8% | +62.2% |
| 3Y | +75.4% | +53.1% | +22.3% | +46.7% |
| 5Y | +288.1% | +64.6% | +223.6% | +210.7% |
| 10Y | +423.6% | +349.5% | +74.1% | +197.5% |
| All | +5,587.9% | +3,676.1% | +1,911.8% | +2,394.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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