+389.3%
CNQ vs RVMD
+622.3%
-233.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.1% | -3.0% | +3.1% | +0.5% |
| 30D | +6.2% | -0.7% | +6.9% | +6.3% |
| 3M | +12.4% | +36.5% | -24.2% | +7.9% |
| 6M | +9.0% | +104.6% | -95.6% | -2.0% |
| YTD | +52.2% | +155.8% | -103.6% | +31.3% |
| 1Y | +65.0% | +340.7% | -275.6% | +31.2% |
| 3Y | +78.8% | +519.9% | -441.1% | +29.3% |
| 5Y | +286.0% | +584.9% | -299.0% | +155.5% |
| All | +389.3% | +622.3% | -233.0% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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