+79.8%
CNQ vs RACE
+40.4%
+39.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.1% |
| 7D | -0.7% | -2.2% | +1.6% | -0.6% |
| 30D | +6.7% | -0.4% | +7.1% | +6.7% |
| 3M | +12.8% | +17.9% | -5.1% | +11.6% |
| 6M | +13.3% | +19.3% | -6.0% | +11.8% |
| YTD | +53.1% | +11.9% | +41.2% | +52.1% |
| 1Y | +66.1% | -12.7% | +78.8% | +71.6% |
| All | +79.8% | +40.4% | +39.4% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling