+62.8%
CNQ vs ROP
+10.1%
+52.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.9% | -11.3% | -7.3% |
| 7D | -9.4% | +11.7% | -21.1% | -9.4% |
| 30D | +2.8% | +35.5% | -32.7% | +2.6% |
| 3M | +8.5% | +25.3% | -16.9% | +8.1% |
| 6M | +6.4% | +38.9% | -32.5% | +6.0% |
| YTD | +50.9% | +11.4% | +39.5% | +48.1% |
| 1Y | +62.8% | +10.3% | +52.5% | +60.0% |
| All | +62.8% | +10.1% | +52.7% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling