+272.1%
CNQ vs ROP
-16.2%
+288.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | -4.6% | +4.7% | +1.2% |
| 30D | +6.2% | -1.7% | +7.9% | +6.5% |
| 3M | +12.4% | +17.1% | -4.7% | +7.5% |
| 6M | +9.0% | +10.9% | -1.8% | +5.6% |
| YTD | +52.2% | -12.1% | +64.3% | +57.1% |
| 1Y | +65.0% | -24.2% | +89.3% | +78.5% |
| 3Y | +78.8% | -20.4% | +99.2% | +88.6% |
| All | +272.1% | -16.2% | +288.2% | +270.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling