+5,556.5%
CNQ vs RRX
+1,469.5%
+4,087.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.2% | -2.1% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | +6.2% | -6.1% | +12.3% | +8.9% |
| 3M | +12.4% | -23.1% | +35.4% | +22.7% |
| 6M | +9.0% | -19.5% | +28.6% | +12.8% |
| YTD | +52.2% | +16.1% | +36.1% | +30.3% |
| 1Y | +65.0% | +12.9% | +52.1% | +41.3% |
| 3Y | +78.8% | +7.9% | +70.9% | +43.3% |
| 5Y | +286.0% | +19.1% | +266.9% | +179.2% |
| 10Y | +420.7% | +225.8% | +194.9% | +125.1% |
| All | +5,556.5% | +1,469.5% | +4,087.0% | +1,640.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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