+64.1%
CNQ vs SAN
+58.9%
+5.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.5% |
| 7D | +3.0% | +1.8% | +1.2% | +3.5% |
| 30D | +12.8% | +2.0% | +10.8% | +13.3% |
| 3M | +7.0% | +19.7% | -12.7% | +11.3% |
| 6M | +16.5% | +30.6% | -14.1% | +23.5% |
| YTD | +52.0% | +28.8% | +23.2% | +58.6% |
| 1Y | +64.1% | +57.8% | +6.3% | +65.6% |
| All | +64.1% | +58.9% | +5.2% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling