+255.8%
CNQ vs S
-57.1%
+312.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +6.2% | -11.4% | +17.6% | +6.8% |
| 3M | +12.4% | +33.8% | -21.4% | +10.2% |
| 6M | +9.0% | +39.5% | -30.5% | +6.4% |
| YTD | +52.2% | +31.7% | +20.5% | +48.9% |
| 1Y | +65.0% | +7.0% | +58.0% | +63.3% |
| 3Y | +78.8% | +11.8% | +67.1% | +73.8% |
| 5Y | +286.0% | -69.0% | +355.0% | +281.0% |
| All | +255.8% | -57.1% | +312.8% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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