+415.5%
CNQ vs SPMO
+517.6%
-102.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | +0.1% | -0.9% | +1.1% | +0.8% |
| 30D | +6.2% | -1.9% | +8.1% | +7.5% |
| 3M | +12.4% | -1.4% | +13.7% | +11.5% |
| 6M | +9.0% | +25.5% | -16.5% | -11.7% |
| YTD | +52.2% | +24.8% | +27.4% | +23.4% |
| 1Y | +65.0% | +24.5% | +40.5% | +33.7% |
| 3Y | +78.8% | +157.1% | -78.3% | -24.6% |
| 5Y | +286.0% | +149.5% | +136.5% | +67.1% |
| All | +415.5% | +517.6% | -102.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling