+5,587.9%
CNQ vs RRC
+2,230.3%
+3,357.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | +6.7% | +3.0% | +3.7% | +5.3% |
| 3M | +12.8% | +7.3% | +5.5% | +9.3% |
| 6M | +13.3% | +3.6% | +9.8% | +11.7% |
| YTD | +53.1% | +19.4% | +33.7% | +41.5% |
| 1Y | +66.1% | +21.4% | +44.6% | +51.4% |
| 3Y | +75.4% | +32.8% | +42.7% | +50.1% |
| 5Y | +288.1% | +152.6% | +135.5% | +130.5% |
| 10Y | +423.6% | +6.1% | +417.5% | +231.9% |
| All | +5,587.9% | +2,230.3% | +3,357.6% | +1,379.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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