+57.9%
CNQ vs QSR
+22.6%
+35.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.4% |
| 7D | -11.2% | +7.6% | -18.8% | -10.7% |
| 30D | +1.7% | +11.8% | -10.1% | +2.1% |
| 3M | +10.3% | +6.4% | +3.9% | +10.7% |
| 6M | +4.3% | -2.1% | +6.3% | +6.1% |
| YTD | +48.7% | +18.3% | +30.5% | +46.5% |
| 1Y | +57.9% | +21.4% | +36.5% | +59.0% |
| All | +57.9% | +22.6% | +35.3% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling