+5,556.5%
CNQ vs SRE
+2,034.9%
+3,521.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.1% |
| 7D | +0.1% | -0.8% | +1.0% | +0.6% |
| 30D | +6.2% | -3.0% | +9.2% | +7.7% |
| 3M | +12.4% | -8.3% | +20.7% | +17.5% |
| 6M | +9.0% | -8.9% | +17.9% | +14.1% |
| YTD | +52.2% | -4.3% | +56.5% | +54.7% |
| 1Y | +65.0% | +2.7% | +62.3% | +60.6% |
| 3Y | +78.8% | +28.7% | +50.2% | +46.8% |
| 5Y | +286.0% | +47.1% | +238.8% | +191.7% |
| 10Y | +420.7% | +121.7% | +299.0% | +205.0% |
| All | +5,556.5% | +2,034.9% | +3,521.6% | +1,459.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling