+79.8%
CNQ vs RF
+88.2%
-8.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.7% | -1.6% | +0.9% | -0.3% |
| 30D | +6.7% | -4.3% | +11.0% | +7.6% |
| 3M | +12.8% | +5.9% | +6.9% | +10.9% |
| 6M | +13.3% | +14.1% | -0.8% | +9.0% |
| YTD | +53.1% | +13.8% | +39.3% | +46.9% |
| 1Y | +66.1% | +15.2% | +50.8% | +58.4% |
| All | +79.8% | +88.2% | -8.3% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling