+57.9%
CNQ vs SRE
-11.9%
+69.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.3% | -0.3% |
| 7D | -11.2% | -7.1% | -4.1% | -9.1% |
| 30D | +1.7% | -0.2% | +1.9% | +2.1% |
| 3M | +10.3% | -4.9% | +15.2% | +11.9% |
| 6M | +4.3% | -14.1% | +18.3% | +9.3% |
| YTD | +48.7% | -7.5% | +56.2% | +51.9% |
| 1Y | +57.9% | -11.0% | +68.9% | +60.1% |
| All | +57.9% | -11.9% | +69.8% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling