+415.5%
CNQ vs RCAT
-98.5%
+514.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | +0.1% | -4.9% | +5.0% | +0.2% |
| 30D | +6.2% | -22.9% | +29.1% | +6.4% |
| 3M | +12.4% | -33.7% | +46.1% | +12.7% |
| 6M | +9.0% | -50.7% | +59.8% | +9.4% |
| YTD | +52.2% | +0.4% | +51.8% | +51.7% |
| 1Y | +65.0% | -27.6% | +92.7% | +64.7% |
| 3Y | +78.8% | +753.2% | -674.3% | +73.3% |
| 5Y | +286.0% | +183.3% | +102.7% | +275.1% |
| All | +415.5% | -98.5% | +514.0% | +382.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling