+51.2%
RSP vs CNQ
+278.6%
-227.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -2.8% | +6.2% | -9.0% | -4.0% |
| 3M | +2.8% | +12.4% | -9.5% | +0.1% |
| 6M | +10.2% | +9.0% | +1.2% | +7.4% |
| YTD | +13.1% | +52.2% | -39.1% | +1.5% |
| 1Y | +14.8% | +65.0% | -50.3% | +0.8% |
| 3Y | +52.6% | +78.8% | -26.2% | +28.4% |
| All | +51.2% | +278.6% | -227.4% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling