-27.1%
RKT vs CNQ
+630.5%
-657.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -6.2% | +6.2% | -12.4% | -6.8% |
| 3M | -1.9% | +12.4% | -14.2% | -3.4% |
| 6M | -13.0% | +9.0% | -22.0% | -14.5% |
| YTD | -31.9% | +52.2% | -84.1% | -37.2% |
| 1Y | -37.6% | +65.0% | -102.6% | -43.4% |
| 3Y | +36.8% | +78.8% | -42.0% | +19.5% |
| 5Y | -9.7% | +286.0% | -295.7% | -30.1% |
| All | -27.1% | +630.5% | -657.6% | -45.5% |
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 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