+467.1%
CNQ vs QSR
+205.8%
+261.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +0.1% | -4.0% | +4.1% | +2.2% |
| 30D | +6.2% | +2.8% | +3.5% | +4.6% |
| 3M | +12.4% | +5.1% | +7.3% | +8.8% |
| 6M | +9.0% | +8.8% | +0.2% | +2.9% |
| YTD | +52.2% | +14.8% | +37.4% | +39.3% |
| 1Y | +65.0% | +25.7% | +39.3% | +43.1% |
| 3Y | +78.8% | +27.5% | +51.3% | +48.7% |
| 5Y | +286.0% | +41.3% | +244.7% | +195.4% |
| 10Y | +420.7% | +133.8% | +286.9% | +189.8% |
| All | +467.1% | +205.8% | +261.3% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling