+272.1%
CNQ vs SGI
+47.3%
+224.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.6% |
| 7D | +0.1% | -4.5% | +4.6% | +0.5% |
| 30D | +6.2% | +4.2% | +2.0% | +5.8% |
| 3M | +12.4% | -7.4% | +19.8% | +12.8% |
| 6M | +9.0% | -15.1% | +24.1% | +10.0% |
| YTD | +52.2% | -24.7% | +76.9% | +56.0% |
| 1Y | +65.0% | -21.8% | +86.8% | +67.6% |
| 3Y | +78.8% | +50.0% | +28.8% | +61.4% |
| All | +272.1% | +47.3% | +224.7% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling