-6.1%
RDW vs CNQ
+278.6%
-284.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +0.9% | +0.1% | +0.7% | +0.8% |
| 30D | -21.3% | +6.2% | -27.5% | -23.5% |
| 3M | -37.9% | +12.4% | -50.2% | -41.5% |
| 6M | +12.3% | +9.0% | +3.2% | +5.5% |
| YTD | +39.7% | +52.2% | -12.5% | +10.7% |
| 1Y | +25.7% | +65.0% | -39.4% | -4.3% |
| 3Y | +230.8% | +78.8% | +152.0% | +140.7% |
| All | -6.1% | +278.6% | -284.7% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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