+57.9%
CNQ vs RSG
+21.1%
+36.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | -11.2% | +5.6% | -16.8% | -12.7% |
| 30D | +1.7% | +16.1% | -14.4% | -3.2% |
| 3M | +10.3% | +20.5% | -10.2% | +3.5% |
| 6M | +4.3% | +22.7% | -18.4% | -3.7% |
| YTD | +48.7% | +18.7% | +30.0% | +39.2% |
| 1Y | +57.9% | +21.9% | +36.0% | +45.8% |
| All | +57.9% | +21.1% | +36.8% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling