+5,556.5%
CNQ vs SBAC
+370.1%
+5,186.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | +0.1% | -2.1% | +2.2% | +0.4% |
| 30D | +6.2% | +2.0% | +4.2% | +5.8% |
| 3M | +12.4% | -8.3% | +20.7% | +13.6% |
| 6M | +9.0% | +0.3% | +8.7% | +8.2% |
| YTD | +52.2% | -2.2% | +54.4% | +51.5% |
| 1Y | +65.0% | -4.6% | +69.7% | +64.8% |
| 3Y | +78.8% | -8.3% | +87.1% | +77.5% |
| 5Y | +286.0% | -42.8% | +328.8% | +307.6% |
| 10Y | +420.7% | +85.6% | +335.1% | +359.8% |
| All | +5,556.5% | +370.1% | +5,186.4% | +3,800.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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