+272.1%
CNQ vs RUN
-81.0%
+353.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | +0.1% | -3.7% | +3.8% | +0.3% |
| 30D | +6.2% | -13.0% | +19.2% | +7.0% |
| 3M | +12.4% | -31.8% | +44.2% | +14.5% |
| 6M | +9.0% | -32.2% | +41.2% | +10.6% |
| YTD | +52.2% | -53.5% | +105.7% | +57.0% |
| 1Y | +65.0% | -46.5% | +111.6% | +67.6% |
| 3Y | +78.8% | -37.6% | +116.4% | +62.6% |
| All | +272.1% | -81.0% | +353.0% | +250.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling