+5,588.0%
CNQ vs RL
+2,711.0%
+2,876.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.7% | -2.2% | +1.5% | 0.0% |
| 30D | +6.7% | -15.3% | +22.1% | +12.4% |
| 3M | +12.8% | -10.3% | +23.1% | +16.0% |
| 6M | +13.3% | -2.2% | +15.6% | +11.2% |
| YTD | +53.1% | -4.3% | +57.4% | +50.7% |
| 1Y | +66.1% | +8.9% | +57.2% | +55.8% |
| 3Y | +75.4% | +201.4% | -126.0% | +11.0% |
| 5Y | +288.1% | +230.6% | +57.5% | +128.1% |
| 10Y | +423.6% | +306.1% | +117.5% | +174.6% |
| All | +5,588.0% | +2,711.0% | +2,876.9% | +2,085.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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