+272.1%
CNQ vs ROK
+47.1%
+225.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.9% |
| 7D | +0.1% | -1.2% | +1.4% | +0.4% |
| 30D | +6.2% | -4.8% | +11.0% | +7.2% |
| 3M | +12.4% | -6.1% | +18.5% | +13.3% |
| 6M | +9.0% | +15.5% | -6.5% | +3.9% |
| YTD | +52.2% | +11.2% | +41.0% | +46.1% |
| 1Y | +65.0% | +23.8% | +41.2% | +53.4% |
| 3Y | +78.8% | +53.1% | +25.7% | +51.7% |
| All | +272.1% | +47.1% | +225.0% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 5y: compounded portfolio wealth divided by compounded ROK 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…
5y analysis · Full analysis span regression · 6 months rolling