+78.8%
CNQ vs SN
+344.9%
-266.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +0.1% | -7.3% | +7.4% | +0.8% |
| 30D | +6.2% | -13.6% | +19.8% | +7.4% |
| 3M | +12.4% | +18.6% | -6.2% | +9.8% |
| 6M | +9.0% | +46.0% | -36.9% | +3.3% |
| YTD | +52.2% | +43.7% | +8.5% | +44.0% |
| 1Y | +65.0% | +39.2% | +25.9% | +56.7% |
| 3Y | +78.8% | +306.5% | -227.6% | +34.6% |
| All | +78.8% | +344.9% | -266.1% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling