+288.1%
CNQ vs PR
+409.7%
-121.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +6.7% | +10.4% | -3.7% | +1.5% |
| 3M | +12.8% | +21.1% | -8.4% | +2.4% |
| 6M | +13.3% | +28.8% | -15.4% | 0.0% |
| YTD | +53.1% | +71.8% | -18.7% | +17.5% |
| 1Y | +66.1% | +73.3% | -7.2% | +26.3% |
| 3Y | +75.4% | +85.9% | -10.4% | +26.1% |
| 5Y | +288.1% | +421.8% | -133.6% | +66.2% |
| All | +288.1% | +409.7% | -121.6% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 5y: compounded portfolio wealth divided by compounded PR 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…
5y analysis · Full analysis span regression · 6 months rolling