+15,244.5%
ROST vs CNQ
+5,432.5%
+9,812.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -6.9% | +6.2% | -13.1% | -8.0% |
| 3M | -3.3% | +12.4% | -15.7% | -5.8% |
| 6M | +9.0% | +9.0% | 0.0% | +6.3% |
| YTD | +28.9% | +52.2% | -23.3% | +17.3% |
| 1Y | +54.0% | +65.0% | -11.1% | +37.6% |
| 3Y | +100.7% | +78.8% | +21.9% | +73.6% |
| 5Y | +116.0% | +286.0% | -169.9% | +56.8% |
| 10Y | +318.4% | +420.7% | -102.3% | +164.5% |
| All | +15,244.5% | +5,432.5% | +9,812.0% | +9,071.8% |
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 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