+1,095.1%
RSP vs CNQ
+4,484.4%
-3,389.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -3.1% | -0.7% | -2.5% | -3.0% |
| 30D | -3.4% | +6.7% | -10.1% | -5.2% |
| 3M | +3.6% | +12.8% | -9.2% | -0.2% |
| 6M | +9.0% | +13.3% | -4.3% | +4.1% |
| YTD | +12.2% | +53.1% | -40.9% | -1.8% |
| 1Y | +15.6% | +66.1% | -50.5% | -1.4% |
| 3Y | +51.6% | +75.4% | -23.8% | +24.9% |
| 5Y | +50.4% | +288.1% | -237.7% | -3.8% |
| 10Y | +207.7% | +423.6% | -215.9% | +60.2% |
| All | +1,095.1% | +4,484.4% | -3,389.4% | +335.3% |
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