+328.6%
CNQ vs REPL
-19.2%
+347.9%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.5% |
| 7D | +0.1% | -14.1% | +14.2% | +0.6% |
| 30D | +6.2% | -15.2% | +21.4% | +6.7% |
| 3M | +12.4% | +49.9% | -37.5% | +9.0% |
| 6M | +9.0% | +63.5% | -54.5% | +1.8% |
| YTD | +52.2% | +32.9% | +19.3% | +43.1% |
| 1Y | +65.0% | +115.0% | -49.9% | +48.2% |
| 3Y | +78.8% | -34.7% | +113.6% | +55.5% |
| 5Y | +286.0% | -59.7% | +345.6% | +242.3% |
| All | +328.6% | -19.2% | +347.9% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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