+58.7%
CNQ vs SCHG
+1.0%
+57.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.3% |
| 7D | -13.5% | -3.4% | -10.0% | -14.7% |
| 30D | +2.2% | -10.1% | +12.3% | -3.0% |
| 3M | +7.8% | -6.3% | +14.1% | +4.8% |
| 6M | +8.5% | -1.8% | +10.3% | +8.6% |
| YTD | +47.6% | +1.9% | +45.7% | +51.8% |
| 1Y | +58.7% | +2.6% | +56.0% | +63.7% |
| All | +58.7% | +1.0% | +57.6% | +63.7% |
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