+5,462.1%
ROL vs CNQ
+5,432.5%
+29.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.9% | +6.2% | -11.1% | -5.9% |
| 3M | -25.8% | +12.4% | -38.2% | -27.5% |
| 6M | -37.6% | +9.0% | -46.6% | -38.9% |
| YTD | -41.5% | +52.2% | -93.7% | -46.0% |
| 1Y | -39.5% | +65.0% | -104.5% | -45.0% |
| 3Y | +0.1% | +78.8% | -78.7% | -11.9% |
| 5Y | -4.6% | +286.0% | -290.6% | -28.9% |
| 10Y | +209.9% | +420.7% | -210.8% | +97.4% |
| All | +5,462.1% | +5,432.5% | +29.6% | +2,167.3% |
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