+272.1%
CNQ vs SFM
+213.6%
+58.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.6% |
| 7D | +0.1% | -10.6% | +10.7% | +1.0% |
| 30D | +6.2% | -15.5% | +21.7% | +7.6% |
| 3M | +12.4% | -17.4% | +29.8% | +13.9% |
| 6M | +9.0% | -3.4% | +12.5% | +8.7% |
| YTD | +52.2% | -8.7% | +60.9% | +52.4% |
| 1Y | +65.0% | -47.2% | +112.2% | +73.2% |
| 3Y | +78.8% | +82.7% | -3.9% | +63.8% |
| All | +272.1% | +213.6% | +58.4% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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