+415.5%
CNQ vs RSG
+428.9%
-13.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -1.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +6.2% | +4.0% | +2.2% | +3.7% |
| 3M | +12.4% | +7.4% | +5.0% | +7.2% |
| 6M | +9.0% | +0.1% | +8.9% | +8.3% |
| YTD | +52.2% | +6.0% | +46.2% | +45.7% |
| 1Y | +65.0% | -3.0% | +68.0% | +66.4% |
| 3Y | +78.8% | +56.5% | +22.3% | +26.6% |
| 5Y | +286.0% | +90.9% | +195.1% | +127.4% |
| All | +415.5% | +428.9% | -13.4% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling