+64.1%
CNQ vs SN
+46.4%
+17.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.5% |
| 7D | +3.0% | -9.3% | +12.3% | +1.5% |
| 30D | +12.8% | -4.8% | +17.6% | +12.0% |
| 3M | +7.0% | +40.4% | -33.4% | +12.3% |
| 6M | +16.5% | +50.9% | -34.5% | +24.4% |
| YTD | +52.0% | +54.9% | -2.9% | +61.7% |
| 1Y | +64.1% | +43.0% | +21.1% | +78.7% |
| All | +64.1% | +46.4% | +17.7% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling