+272.1%
CNQ vs SPYG
+85.2%
+186.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +0.1% | -0.9% | +1.0% | +0.5% |
| 30D | +6.2% | -1.5% | +7.7% | +6.8% |
| 3M | +12.4% | +3.7% | +8.6% | +10.1% |
| 6M | +9.0% | +16.4% | -7.4% | +0.5% |
| YTD | +52.2% | +13.3% | +38.9% | +42.0% |
| 1Y | +65.0% | +17.9% | +47.2% | +50.5% |
| 3Y | +78.8% | +98.3% | -19.5% | +21.1% |
| All | +272.1% | +85.2% | +186.9% | +150.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling