+4,370.5%
CNQ vs SNY
+241.9%
+4,128.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | -3.3% | +3.4% | +1.7% |
| 30D | +6.2% | -2.2% | +8.4% | +7.2% |
| 3M | +12.4% | -3.0% | +15.4% | +13.4% |
| 6M | +9.0% | +2.7% | +6.3% | +6.5% |
| YTD | +52.2% | -6.8% | +59.1% | +55.2% |
| 1Y | +65.0% | -5.3% | +70.3% | +66.0% |
| 3Y | +78.8% | -9.8% | +88.6% | +75.7% |
| 5Y | +286.0% | +9.7% | +276.3% | +232.0% |
| 10Y | +420.7% | +64.5% | +356.2% | +255.0% |
| All | +4,370.5% | +241.9% | +4,128.5% | +2,048.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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