+13.3%
CNQ vs RVTY
+31.7%
-18.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -1.6% |
| 7D | -0.7% | -7.4% | +6.8% | -2.4% |
| 30D | +6.7% | +4.5% | +2.2% | +8.0% |
| 3M | +12.8% | +19.5% | -6.7% | +19.0% |
| 6M | +13.3% | +34.1% | -20.8% | +26.3% |
| All | +13.3% | +31.7% | -18.4% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling