+57.9%
CNQ vs SCCO
+34.4%
+23.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.7% |
| 7D | -11.2% | -12.9% | +1.7% | -11.6% |
| 30D | +1.7% | -18.2% | +19.9% | +1.1% |
| 3M | +10.3% | -13.7% | +24.0% | +9.9% |
| 6M | +4.3% | +0.9% | +3.4% | +5.4% |
| YTD | +48.7% | +21.8% | +26.9% | +50.7% |
| 1Y | +57.9% | +30.5% | +27.4% | +61.1% |
| All | +57.9% | +34.4% | +23.5% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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