+78.8%
CNQ vs RBA
+29.8%
+49.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -0.9% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +6.2% | -2.9% | +9.1% | +6.5% |
| 3M | +12.4% | -20.9% | +33.3% | +14.7% |
| 6M | +9.0% | -17.7% | +26.7% | +10.4% |
| YTD | +52.2% | -18.2% | +70.4% | +53.6% |
| 1Y | +65.0% | -29.1% | +94.1% | +71.8% |
| 3Y | +78.8% | +29.5% | +49.3% | +66.8% |
| All | +78.8% | +29.8% | +49.0% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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