+272.1%
CNQ vs SITM
+187.3%
+84.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.1% |
| 7D | +0.1% | +3.9% | -3.7% | -0.3% |
| 30D | +6.2% | -6.6% | +12.8% | +6.7% |
| 3M | +12.4% | -11.9% | +24.2% | +12.5% |
| 6M | +9.0% | +81.1% | -72.1% | -0.8% |
| YTD | +52.2% | +80.0% | -27.8% | +37.6% |
| 1Y | +65.0% | +145.8% | -80.8% | +41.6% |
| 3Y | +78.8% | +475.9% | -397.0% | +28.9% |
| All | +272.1% | +187.3% | +84.8% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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