+78.8%
CNQ vs SAN
+352.3%
-273.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -0.7% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +6.2% | +0.9% | +5.3% | +6.1% |
| 3M | +12.4% | +19.1% | -6.7% | +10.0% |
| 6M | +9.0% | +33.2% | -24.2% | +4.3% |
| YTD | +52.2% | +29.1% | +23.1% | +45.4% |
| 1Y | +65.0% | +50.2% | +14.8% | +50.9% |
| 3Y | +78.8% | +351.0% | -272.2% | +18.5% |
| All | +78.8% | +352.3% | -273.4% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling