+415.5%
CNQ vs SPYG
+424.6%
-9.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.2% |
| 7D | +0.1% | -0.9% | +1.0% | +0.8% |
| 30D | +6.2% | -1.5% | +7.7% | +7.3% |
| 3M | +12.4% | +3.7% | +8.6% | +8.4% |
| 6M | +9.0% | +16.4% | -7.4% | -5.1% |
| YTD | +52.2% | +13.3% | +38.9% | +34.9% |
| 1Y | +65.0% | +17.9% | +47.2% | +41.0% |
| 3Y | +78.8% | +98.3% | -19.5% | -5.3% |
| 5Y | +286.0% | +86.4% | +199.6% | +109.6% |
| All | +415.5% | +424.6% | -9.1% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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