+64.1%
CNQ vs RF
+16.9%
+47.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +3.0% | +1.3% | +1.7% | +3.2% |
| 30D | +12.8% | -3.6% | +16.4% | +12.4% |
| 3M | +7.0% | +8.1% | -1.1% | +7.5% |
| 6M | +16.5% | +11.5% | +5.0% | +18.1% |
| YTD | +52.0% | +15.6% | +36.5% | +54.1% |
| 1Y | +64.1% | +15.7% | +48.4% | +61.9% |
| All | +64.1% | +16.9% | +47.2% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling