+453.2%
CNQ vs SFM
+106.3%
+346.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.9% |
| 7D | -0.7% | -8.8% | +8.1% | +0.5% |
| 30D | +6.7% | -14.5% | +21.2% | +8.8% |
| 3M | +12.8% | -16.8% | +29.6% | +15.2% |
| 6M | +13.3% | -5.3% | +18.7% | +13.1% |
| YTD | +53.1% | -9.4% | +62.4% | +53.5% |
| 1Y | +66.1% | -46.2% | +112.2% | +78.4% |
| 3Y | +75.4% | +81.3% | -5.8% | +52.2% |
| 5Y | +288.1% | +211.9% | +76.2% | +198.5% |
| 10Y | +423.6% | +268.4% | +155.2% | +270.1% |
| All | +453.2% | +106.3% | +346.9% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling