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  • CNQ vs RY✓SelectedUSD · RYCNQ vs RY performance historyLatest closeAs of-0.55%09/11
Stock and ETF performance explorer

CNQ vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+272.1%
RY return
+136.8%
Excess return
+135.3%
Maximum drawdown
-35.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-0.6%0.0%-0.5%-0.5%
7D+0.1%-2.2%+2.3%+1.6%
30D+6.2%-3.6%+9.8%+8.6%
3M+12.4%+3.9%+8.4%+8.3%
6M+9.0%+26.4%-17.4%-10.0%
YTD+52.2%+22.3%+29.9%+28.5%
1Y+65.0%+43.7%+21.3%+21.4%
3Y+78.8%+154.0%-75.1%-24.1%
All+272.1%+136.8%+135.3%+60.1%

Cumulative growth

Daily Returns

Daily percentage return beside RY.

Daily Out/Under-Performance

Portfolio return minus RY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RY 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 RY 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