+272.1%
CNQ vs SCCO
+303.5%
-31.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | +0.1% | -2.7% | +2.8% | +0.8% |
| 30D | +6.2% | -0.7% | +6.9% | +6.0% |
| 3M | +12.4% | +8.1% | +4.3% | +8.5% |
| 6M | +9.0% | +4.1% | +4.9% | +4.5% |
| YTD | +52.2% | +41.1% | +11.1% | +26.7% |
| 1Y | +65.0% | +95.6% | -30.5% | +18.4% |
| 3Y | +78.8% | +179.3% | -100.4% | +2.9% |
| All | +272.1% | +303.5% | -31.5% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling