+62.8%
CNQ vs SN
+156.5%
-93.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.1% | -11.5% | -6.5% |
| 7D | -9.4% | +10.6% | -20.1% | -7.5% |
| 30D | +2.8% | +20.0% | -17.3% | +6.7% |
| 3M | +8.5% | +30.4% | -21.9% | +14.7% |
| 6M | +6.4% | +91.0% | -84.6% | +20.5% |
| YTD | +50.9% | +95.9% | -45.0% | +71.5% |
| 1Y | +62.8% | +158.9% | -96.1% | +87.3% |
| All | +62.8% | +156.5% | -93.6% | +87.3% |
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