+78.8%
CNQ vs SRE
+28.3%
+50.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +0.1% | -0.8% | +1.0% | +0.3% |
| 30D | +6.2% | -3.0% | +9.2% | +6.9% |
| 3M | +12.4% | -8.3% | +20.7% | +14.9% |
| 6M | +9.0% | -8.9% | +17.9% | +11.6% |
| YTD | +52.2% | -4.3% | +56.5% | +53.6% |
| 1Y | +65.0% | +2.7% | +62.3% | +63.3% |
| 3Y | +78.8% | +28.7% | +50.2% | +58.9% |
| All | +78.8% | +28.3% | +50.6% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling