+5,556.5%
CNQ vs RMBS
+13.3%
+5,543.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | +0.1% | +1.8% | -1.6% | -0.1% |
| 30D | +6.2% | -13.9% | +20.1% | +8.1% |
| 3M | +12.4% | -39.8% | +52.2% | +18.7% |
| 6M | +9.0% | -6.0% | +15.0% | +6.5% |
| YTD | +52.2% | -5.4% | +57.6% | +47.5% |
| 1Y | +65.0% | -1.8% | +66.9% | +57.8% |
| 3Y | +78.8% | +53.7% | +25.2% | +55.0% |
| 5Y | +286.0% | +268.5% | +17.5% | +193.1% |
| 10Y | +420.7% | +563.9% | -143.2% | +264.3% |
| All | +5,556.5% | +13.3% | +5,543.2% | +3,381.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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