+78.8%
CNQ vs STLA
-66.1%
+145.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -0.8% |
| 7D | +0.1% | -2.9% | +3.0% | +0.5% |
| 30D | +6.2% | +0.9% | +5.3% | +5.9% |
| 3M | +12.4% | -21.6% | +34.0% | +15.6% |
| 6M | +9.0% | -21.6% | +30.6% | +10.9% |
| YTD | +52.2% | -50.4% | +102.6% | +67.4% |
| 1Y | +65.0% | -43.6% | +108.6% | +74.7% |
| 3Y | +78.8% | -66.4% | +145.2% | +105.4% |
| All | +78.8% | -66.1% | +145.0% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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