+272.1%
CNQ vs QSR
+40.5%
+231.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.1% | -4.0% | +4.1% | +1.1% |
| 30D | +6.2% | +2.8% | +3.5% | +5.4% |
| 3M | +12.4% | +5.1% | +7.3% | +10.6% |
| 6M | +9.0% | +8.8% | +0.2% | +5.8% |
| YTD | +52.2% | +14.8% | +37.4% | +45.2% |
| 1Y | +65.0% | +25.7% | +39.3% | +52.6% |
| 3Y | +78.8% | +27.5% | +51.3% | +60.7% |
| All | +272.1% | +40.5% | +231.6% | +219.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling