+5,506.2%
CNQ vs SPG
+2,677.9%
+2,828.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -0.8% | -1.2% | +0.4% | -0.3% |
| 30D | +5.3% | -6.1% | +11.4% | +8.0% |
| 3M | +11.4% | -3.6% | +15.0% | +12.6% |
| 6M | +8.1% | +10.4% | -2.4% | +2.4% |
| YTD | +50.9% | +14.4% | +36.5% | +40.6% |
| 1Y | +63.6% | +16.5% | +47.0% | +50.8% |
| 3Y | +77.2% | +106.8% | -29.5% | +24.8% |
| 5Y | +282.5% | +108.9% | +173.7% | +163.1% |
| 10Y | +416.1% | +63.9% | +352.2% | +259.7% |
| All | +5,506.2% | +2,677.9% | +2,828.3% | +1,692.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling