+5,506.2%
CNQ vs RVTY
+387.9%
+5,118.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.2% |
| 7D | -0.8% | -4.5% | +3.8% | +0.5% |
| 30D | +5.3% | +5.5% | -0.2% | +3.5% |
| 3M | +11.4% | +22.5% | -11.2% | +4.3% |
| 6M | +8.1% | +38.9% | -30.8% | -3.6% |
| YTD | +50.9% | +28.7% | +22.1% | +36.7% |
| 1Y | +63.6% | +45.5% | +18.1% | +42.2% |
| 3Y | +77.2% | +16.4% | +60.9% | +59.3% |
| 5Y | +282.5% | -32.7% | +315.3% | +296.2% |
| 10Y | +416.1% | +142.5% | +273.6% | +253.9% |
| All | +5,506.2% | +387.9% | +5,118.3% | +3,024.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling