+579.2%
CNQ vs RUN
-34.5%
+613.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | +0.1% | -3.7% | +3.8% | +0.5% |
| 30D | +6.2% | -13.0% | +19.2% | +7.6% |
| 3M | +12.4% | -31.8% | +44.2% | +16.1% |
| 6M | +9.0% | -32.2% | +41.2% | +11.8% |
| YTD | +52.2% | -53.5% | +105.7% | +60.4% |
| 1Y | +65.0% | -46.5% | +111.6% | +69.4% |
| 3Y | +78.8% | -37.6% | +116.4% | +54.9% |
| 5Y | +286.0% | -80.9% | +366.8% | +265.8% |
| 10Y | +420.7% | +41.3% | +379.5% | +202.4% |
| All | +579.2% | -34.5% | +613.6% | +309.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling