+5,556.5%
CNQ vs ROK
+5,473.7%
+82.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.3% |
| 7D | +0.1% | -1.2% | +1.4% | +0.7% |
| 30D | +6.2% | -4.8% | +11.0% | +8.5% |
| 3M | +12.4% | -6.1% | +18.5% | +14.5% |
| 6M | +9.0% | +15.5% | -6.5% | -1.2% |
| YTD | +52.2% | +11.2% | +41.0% | +39.5% |
| 1Y | +65.0% | +23.8% | +41.2% | +42.7% |
| 3Y | +78.8% | +53.1% | +25.7% | +31.3% |
| 5Y | +286.0% | +48.3% | +237.7% | +175.4% |
| 10Y | +420.7% | +357.4% | +63.4% | +110.7% |
| All | +5,556.5% | +5,473.7% | +82.8% | +1,077.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling