+622.4%
CNQ vs RACE
+633.7%
-11.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -0.9% | -2.6% | +1.7% | 0.0% |
| 30D | +8.7% | -1.1% | +9.8% | +9.0% |
| 3M | +15.8% | +12.5% | +3.3% | +10.0% |
| 6M | +13.3% | +17.4% | -4.2% | +4.6% |
| YTD | +54.7% | +10.1% | +44.6% | +45.5% |
| 1Y | +69.5% | -15.1% | +84.7% | +75.0% |
| 3Y | +77.3% | +38.9% | +38.4% | +41.3% |
| 5Y | +290.3% | +90.7% | +199.7% | +158.8% |
| 10Y | +429.3% | +801.8% | -372.6% | +67.3% |
| All | +622.4% | +633.7% | -11.3% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling