+272.1%
CNQ vs RVTY
-33.1%
+305.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.0% |
| 7D | +0.1% | -4.5% | +4.7% | +0.8% |
| 30D | +6.2% | +5.5% | +0.7% | +5.3% |
| 3M | +12.4% | +22.5% | -10.2% | +8.7% |
| 6M | +9.0% | +38.9% | -29.9% | +2.5% |
| YTD | +52.2% | +28.7% | +23.5% | +44.6% |
| 1Y | +65.0% | +45.5% | +19.5% | +52.2% |
| 3Y | +78.8% | +16.4% | +62.5% | +69.0% |
| All | +272.1% | -33.1% | +305.2% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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