+5,556.5%
CNQ vs SAN
+475.4%
+5,081.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.6% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +6.2% | +0.9% | +5.3% | +5.6% |
| 3M | +12.4% | +19.1% | -6.7% | +2.6% |
| 6M | +9.0% | +33.2% | -24.2% | -7.5% |
| YTD | +52.2% | +29.1% | +23.1% | +29.4% |
| 1Y | +65.0% | +50.2% | +14.8% | +29.9% |
| 3Y | +78.8% | +351.0% | -272.2% | -20.4% |
| 5Y | +286.0% | +394.7% | -108.7% | +56.4% |
| 10Y | +420.7% | +345.3% | +75.4% | +117.0% |
| All | +5,556.5% | +475.4% | +5,081.1% | +2,037.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling