+78.8%
CNQ vs ROP
-19.1%
+98.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +0.1% | -4.6% | +4.7% | +0.8% |
| 30D | +6.2% | -1.7% | +7.9% | +6.3% |
| 3M | +12.4% | +17.1% | -4.7% | +9.1% |
| 6M | +9.0% | +10.9% | -1.8% | +6.9% |
| YTD | +52.2% | -12.1% | +64.3% | +56.5% |
| 1Y | +65.0% | -24.2% | +89.3% | +76.8% |
| 3Y | +78.8% | -20.4% | +99.2% | +91.8% |
| All | +78.8% | -19.1% | +98.0% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling