+5,556.5%
CNQ vs SPY
+749.2%
+4,807.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.9% |
| 30D | +6.2% | -1.1% | +7.3% | +7.3% |
| 3M | +12.4% | +3.9% | +8.5% | +7.0% |
| 6M | +9.0% | +13.6% | -4.6% | -7.0% |
| YTD | +52.2% | +12.7% | +39.5% | +30.6% |
| 1Y | +65.0% | +17.5% | +47.5% | +34.8% |
| 3Y | +78.8% | +76.9% | +1.9% | -9.4% |
| 5Y | +286.0% | +83.6% | +202.4% | +83.9% |
| 10Y | +420.7% | +320.7% | +100.0% | +5.1% |
| All | +5,556.5% | +749.2% | +4,807.4% | +422.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling