+415.5%
CNQ vs SIRI
-10.2%
+425.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +0.1% | +0.6% | -0.4% | 0.0% |
| 30D | +6.2% | +2.5% | +3.7% | +5.5% |
| 3M | +12.4% | +6.6% | +5.8% | +10.1% |
| 6M | +9.0% | +32.9% | -23.9% | +0.8% |
| YTD | +52.2% | +50.5% | +1.7% | +36.0% |
| 1Y | +65.0% | +28.0% | +37.1% | +52.8% |
| 3Y | +78.8% | -22.4% | +101.2% | +77.2% |
| 5Y | +286.0% | -41.3% | +327.3% | +285.2% |
| All | +415.5% | -10.2% | +425.7% | +380.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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