+272.1%
CNQ vs RACE
+95.1%
+176.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.7% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | +6.2% | +1.6% | +4.6% | +5.9% |
| 3M | +12.4% | +13.2% | -0.8% | +10.2% |
| 6M | +9.0% | +22.9% | -13.9% | +4.9% |
| YTD | +52.2% | +13.3% | +39.0% | +48.4% |
| 1Y | +65.0% | -12.7% | +77.7% | +69.7% |
| 3Y | +78.8% | +40.3% | +38.6% | +59.2% |
| All | +272.1% | +95.1% | +176.9% | +186.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling