+415.5%
CNQ vs ROP
+135.6%
+279.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | -4.6% | +4.7% | +2.5% |
| 30D | +6.2% | -1.7% | +7.9% | +6.8% |
| 3M | +12.4% | +17.1% | -4.7% | +2.2% |
| 6M | +9.0% | +10.9% | -1.8% | +1.6% |
| YTD | +52.2% | -12.1% | +64.3% | +59.6% |
| 1Y | +65.0% | -24.2% | +89.3% | +87.8% |
| 3Y | +78.8% | -20.4% | +99.2% | +92.7% |
| 5Y | +286.0% | -15.4% | +301.4% | +289.3% |
| All | +415.5% | +135.6% | +279.9% | +182.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling