+447.0%
CNQ vs ROIV
+298.2%
+148.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -0.9% | +22.3% | -23.2% | -2.0% |
| 30D | +8.7% | +16.9% | -8.2% | +7.7% |
| 3M | +15.8% | +43.9% | -28.1% | +13.4% |
| 6M | +13.3% | +41.6% | -28.3% | +10.9% |
| YTD | +54.7% | +92.7% | -38.0% | +48.4% |
| 1Y | +69.5% | +210.2% | -140.6% | +57.8% |
| 3Y | +77.3% | +231.8% | -154.5% | +62.7% |
| 5Y | +290.3% | +319.8% | -29.4% | +222.3% |
| All | +447.0% | +298.2% | +148.8% | +349.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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