+415.5%
CNQ vs RF
+342.9%
+72.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +0.1% | -1.0% | +1.1% | +0.6% |
| 30D | +6.2% | -3.7% | +9.9% | +8.0% |
| 3M | +12.4% | +5.3% | +7.0% | +8.7% |
| 6M | +9.0% | +17.2% | -8.2% | -1.0% |
| YTD | +52.2% | +14.5% | +37.7% | +39.1% |
| 1Y | +65.0% | +15.9% | +49.1% | +48.9% |
| 3Y | +78.8% | +91.2% | -12.3% | +17.1% |
| 5Y | +286.0% | +90.0% | +195.9% | +140.6% |
| All | +415.5% | +342.9% | +72.6% | +108.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling