+272.1%
CNQ vs SPY
+82.3%
+189.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.6% |
| 30D | +6.2% | -1.1% | +7.3% | +6.9% |
| 3M | +12.4% | +3.9% | +8.5% | +9.0% |
| 6M | +9.0% | +13.6% | -4.6% | -1.5% |
| YTD | +52.2% | +12.7% | +39.5% | +38.1% |
| 1Y | +65.0% | +17.5% | +47.5% | +44.7% |
| 3Y | +78.8% | +76.9% | +1.9% | +11.5% |
| All | +272.1% | +82.3% | +189.8% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling