+56.2%
RIG vs CNQ
+278.6%
-222.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.3% |
| 30D | -0.5% | +6.2% | -6.7% | -7.4% |
| 3M | -6.0% | +12.4% | -18.3% | -18.1% |
| 6M | -10.1% | +9.0% | -19.2% | -20.0% |
| YTD | +37.3% | +52.2% | -14.9% | -18.1% |
| 1Y | +73.9% | +65.0% | +8.9% | -5.6% |
| 3Y | -30.2% | +78.8% | -109.0% | -65.1% |
| All | +56.2% | +278.6% | -222.4% | -66.8% |
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