+677.0%
CNQ vs XRT
+486.5%
+190.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | -0.7% | -3.6% | +2.9% | +1.6% |
| 30D | +6.7% | -6.7% | +13.4% | +11.3% |
| 3M | +12.8% | -1.4% | +14.2% | +12.5% |
| 6M | +13.3% | +1.7% | +11.6% | +9.6% |
| YTD | +53.1% | -1.5% | +54.5% | +50.6% |
| 1Y | +66.1% | -2.5% | +68.5% | +63.6% |
| 3Y | +75.4% | +39.9% | +35.5% | +30.9% |
| 5Y | +288.1% | -2.6% | +290.7% | +250.0% |
| 10Y | +423.6% | +123.1% | +300.6% | +134.8% |
| All | +677.0% | +486.5% | +190.4% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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