+257.7%
CNQ vs S
-56.9%
+314.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +6.7% | -11.8% | +18.5% | +7.3% |
| 3M | +12.8% | +33.9% | -21.1% | +10.6% |
| 6M | +13.3% | +40.1% | -26.8% | +10.6% |
| YTD | +53.1% | +32.1% | +21.0% | +49.7% |
| 1Y | +66.1% | +11.0% | +55.0% | +63.9% |
| 3Y | +75.4% | +16.9% | +58.5% | +70.0% |
| 5Y | +288.1% | -68.9% | +357.0% | +283.1% |
| All | +257.7% | -56.9% | +314.7% | +259.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling