+5,649.5%
CNQ vs RF
+342.4%
+5,307.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +8.7% | -4.0% | +12.7% | +9.9% |
| 3M | +15.8% | +5.6% | +10.2% | +13.5% |
| 6M | +13.3% | +13.1% | +0.2% | +8.2% |
| YTD | +54.7% | +13.6% | +41.2% | +47.2% |
| 1Y | +69.5% | +16.0% | +53.6% | +59.8% |
| 3Y | +77.3% | +90.2% | -12.9% | +40.6% |
| 5Y | +290.3% | +87.0% | +203.4% | +206.9% |
| 10Y | +429.3% | +338.5% | +90.8% | +228.5% |
| All | +5,649.5% | +342.4% | +5,307.1% | +2,829.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling