+415.5%
CNQ vs SGI
+270.1%
+145.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.8% |
| 7D | +0.1% | -4.5% | +4.6% | +1.1% |
| 30D | +6.2% | +4.2% | +2.0% | +5.0% |
| 3M | +12.4% | -7.4% | +19.8% | +13.4% |
| 6M | +9.0% | -15.1% | +24.1% | +10.6% |
| YTD | +52.2% | -24.7% | +76.9% | +58.6% |
| 1Y | +65.0% | -21.8% | +86.8% | +69.3% |
| 3Y | +78.8% | +50.0% | +28.8% | +50.2% |
| 5Y | +286.0% | +48.9% | +237.0% | +211.4% |
| All | +415.5% | +270.1% | +145.4% | +162.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling