+62.8%
CNQ vs RF
+25.4%
+37.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.5% | -8.9% | -7.1% |
| 7D | -9.4% | +2.3% | -11.7% | -9.1% |
| 30D | +2.8% | +7.2% | -4.5% | +3.9% |
| 3M | +8.5% | -8.2% | +16.7% | +6.8% |
| 6M | +6.4% | +7.0% | -0.6% | +6.9% |
| YTD | +50.9% | +10.3% | +40.6% | +54.3% |
| 1Y | +62.8% | +25.1% | +37.8% | +64.9% |
| All | +62.8% | +25.4% | +37.4% | +64.9% |
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