+5,506.2%
CNQ vs ROP
+3,361.7%
+2,144.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | -4.6% | +3.8% | +1.8% |
| 30D | +5.3% | -1.7% | +7.0% | +5.9% |
| 3M | +11.4% | +17.1% | -5.7% | +0.7% |
| 6M | +8.1% | +10.9% | -2.8% | +0.1% |
| YTD | +50.9% | -12.1% | +63.0% | +57.3% |
| 1Y | +63.6% | -24.2% | +87.8% | +84.7% |
| 3Y | +77.2% | -20.4% | +97.6% | +90.8% |
| 5Y | +282.5% | -15.4% | +297.9% | +287.9% |
| 10Y | +416.1% | +134.6% | +281.5% | +189.9% |
| All | +5,506.2% | +3,361.7% | +2,144.6% | +1,245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling