-87.7%
RIG vs CNQ
+5,432.5%
-5,520.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -0.5% | +6.2% | -6.7% | -5.3% |
| 3M | -6.0% | +12.4% | -18.3% | -14.3% |
| 6M | -10.1% | +9.0% | -19.2% | -16.5% |
| YTD | +37.3% | +52.2% | -14.9% | -2.2% |
| 1Y | +73.9% | +65.0% | +8.9% | +16.7% |
| 3Y | -30.2% | +78.8% | -109.0% | -54.4% |
| 5Y | +62.5% | +286.0% | -223.5% | -36.4% |
| 10Y | -42.3% | +420.7% | -463.0% | -79.7% |
| All | -87.7% | +5,432.5% | -5,520.1% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling