+62.8%
CNQ vs SGI
-10.7%
+73.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +6.8% | -14.2% | -5.6% |
| 7D | -9.4% | +12.1% | -21.5% | -6.6% |
| 30D | +2.8% | +12.1% | -9.3% | +6.1% |
| 3M | +8.5% | +0.4% | +8.0% | +9.4% |
| 6M | +6.4% | -4.0% | +10.4% | +7.6% |
| YTD | +50.9% | -21.2% | +72.1% | +52.8% |
| 1Y | +62.8% | -12.1% | +74.9% | +68.3% |
| All | +62.8% | -10.7% | +73.5% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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