+6,344.5%
CNQ vs RCAT
-100.0%
+6,444.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -0.7% | -5.4% | +4.7% | -0.6% |
| 30D | +6.7% | -24.2% | +30.9% | +6.8% |
| 3M | +12.8% | -25.8% | +38.6% | +12.9% |
| 6M | +13.3% | -44.9% | +58.2% | +13.4% |
| YTD | +53.1% | +1.9% | +51.2% | +52.8% |
| 1Y | +66.1% | -5.2% | +71.2% | +65.7% |
| 3Y | +75.4% | +759.6% | -684.1% | +73.2% |
| 5Y | +288.1% | +187.5% | +100.6% | +283.6% |
| 10Y | +423.6% | -98.5% | +522.1% | +396.2% |
| All | +6,344.5% | -100.0% | +6,444.5% | +4,902.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling