+57.9%
CNQ vs RUN
-48.3%
+106.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.3% | -13.7% | -1.0% |
| 7D | -11.2% | +30.0% | -41.2% | -10.3% |
| 30D | +1.7% | +27.0% | -25.3% | +2.8% |
| 3M | +10.3% | -5.9% | +16.2% | +10.7% |
| 6M | +4.3% | -26.7% | +30.9% | +4.5% |
| YTD | +48.7% | -46.4% | +95.1% | +49.0% |
| 1Y | +57.9% | -52.1% | +110.0% | +58.7% |
| All | +57.9% | -48.3% | +106.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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