+64.1%
CNQ vs SCHG
+16.6%
+47.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.6% |
| 7D | +3.0% | -0.7% | +3.7% | +2.8% |
| 30D | +12.8% | +0.2% | +12.5% | +12.9% |
| 3M | +7.0% | +2.2% | +4.8% | +8.3% |
| 6M | +16.5% | +15.0% | +1.5% | +22.3% |
| YTD | +52.0% | +9.2% | +42.9% | +59.8% |
| 1Y | +64.1% | +15.7% | +48.4% | +73.7% |
| All | +64.1% | +16.6% | +47.5% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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