+449.9%
CNQ vs RNG
+301.7%
+148.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.1% | -6.1% | +6.2% | +0.6% |
| 30D | +6.2% | +9.6% | -3.4% | +5.3% |
| 3M | +12.4% | +83.3% | -71.0% | +6.3% |
| 6M | +9.0% | +77.9% | -68.9% | +2.8% |
| YTD | +52.2% | +139.9% | -87.7% | +38.4% |
| 1Y | +65.0% | +121.7% | -56.6% | +50.9% |
| 3Y | +78.8% | +121.9% | -43.0% | +60.0% |
| 5Y | +286.0% | -68.4% | +354.3% | +289.9% |
| 10Y | +420.7% | +220.0% | +200.7% | +266.0% |
| All | +449.9% | +301.7% | +148.2% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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