+206.6%
ROL vs CNQ
+426.2%
-219.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.9% | +6.2% | -11.1% | -5.5% |
| 3M | -25.8% | +12.4% | -38.2% | -26.8% |
| 6M | -37.6% | +9.0% | -46.6% | -38.3% |
| YTD | -41.5% | +52.2% | -93.7% | -44.1% |
| 1Y | -39.5% | +65.0% | -104.5% | -42.8% |
| 3Y | +0.1% | +78.8% | -78.7% | -7.1% |
| 5Y | -4.6% | +286.0% | -290.6% | -20.1% |
| All | +206.6% | +426.2% | -219.6% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling