+415.5%
CNQ vs SM
+23.0%
+392.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | +0.1% | +4.6% | -4.4% | -1.4% |
| 30D | +6.2% | +18.2% | -12.0% | +0.2% |
| 3M | +12.4% | +22.5% | -10.2% | +4.4% |
| 6M | +9.0% | +50.6% | -41.5% | -6.2% |
| YTD | +52.2% | +108.1% | -55.9% | +16.8% |
| 1Y | +65.0% | +46.0% | +19.0% | +41.7% |
| 3Y | +78.8% | +2.9% | +76.0% | +67.3% |
| 5Y | +286.0% | +112.6% | +173.4% | +175.1% |
| All | +415.5% | +23.0% | +392.5% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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