+78.8%
CNQ vs SPG
+106.8%
-28.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.1% | -1.2% | +1.3% | +0.4% |
| 30D | +6.2% | -6.1% | +12.3% | +7.7% |
| 3M | +12.4% | -3.6% | +16.0% | +12.8% |
| 6M | +9.0% | +10.4% | -1.4% | +4.9% |
| YTD | +52.2% | +14.4% | +37.8% | +44.3% |
| 1Y | +65.0% | +16.5% | +48.5% | +55.2% |
| 3Y | +78.8% | +106.8% | -28.0% | +33.7% |
| All | +78.8% | +106.8% | -28.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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