+5,587.9%
CNQ vs RBA
+3,259.5%
+2,328.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -0.7% | -3.3% | +2.6% | +0.6% |
| 30D | +6.7% | -9.8% | +16.5% | +10.7% |
| 3M | +12.8% | -23.5% | +36.3% | +23.2% |
| 6M | +13.3% | -21.5% | +34.8% | +21.8% |
| YTD | +53.1% | -21.2% | +74.2% | +63.0% |
| 1Y | +66.1% | -30.2% | +96.3% | +84.9% |
| 3Y | +75.4% | +25.3% | +50.1% | +49.8% |
| 5Y | +288.1% | +35.1% | +253.0% | +208.2% |
| 10Y | +423.6% | +191.9% | +231.7% | +183.2% |
| All | +5,587.9% | +3,259.5% | +2,328.5% | +1,669.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling