+5,506.2%
CNQ vs SM
+475.4%
+5,030.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.8% | +4.6% | -5.3% | -2.6% |
| 30D | +5.3% | +18.2% | -13.0% | -1.8% |
| 3M | +11.4% | +22.5% | -11.2% | +2.0% |
| 6M | +8.1% | +50.6% | -42.5% | -9.9% |
| YTD | +50.9% | +108.1% | -57.3% | +9.7% |
| 1Y | +63.6% | +46.0% | +17.6% | +35.9% |
| 3Y | +77.2% | +2.9% | +74.4% | +62.5% |
| 5Y | +282.5% | +112.6% | +169.9% | +145.2% |
| 10Y | +416.1% | +20.7% | +395.4% | +101.4% |
| All | +5,506.2% | +475.4% | +5,030.8% | +858.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling