+5,556.5%
CNQ vs HRB
+1,246.1%
+4,310.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.1% | -8.0% | +8.1% | +2.3% |
| 30D | +6.2% | -16.0% | +22.2% | +11.0% |
| 3M | +12.4% | +26.9% | -14.5% | +3.9% |
| 6M | +9.0% | +51.1% | -42.1% | -5.4% |
| YTD | +52.2% | +7.1% | +45.2% | +44.4% |
| 1Y | +65.0% | -9.6% | +74.6% | +63.9% |
| 3Y | +78.8% | +25.4% | +53.4% | +56.6% |
| 5Y | +286.0% | +114.9% | +171.1% | +176.8% |
| 10Y | +420.7% | +206.4% | +214.3% | +208.9% |
| All | +5,556.5% | +1,246.1% | +4,310.5% | +2,121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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