+427.9%
CNQ vs STLA
+245.5%
+182.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.7% | -3.8% | +3.2% | +0.3% |
| 30D | +6.7% | -3.1% | +9.8% | +7.2% |
| 3M | +12.8% | -19.6% | +32.4% | +18.7% |
| 6M | +13.3% | -23.5% | +36.8% | +19.0% |
| YTD | +53.1% | -51.5% | +104.6% | +79.7% |
| 1Y | +66.1% | -39.7% | +105.7% | +80.6% |
| 3Y | +75.4% | -66.3% | +141.8% | +117.4% |
| 5Y | +288.1% | -63.1% | +351.3% | +355.7% |
| 10Y | +423.6% | +48.5% | +375.2% | +346.0% |
| All | +427.9% | +245.5% | +182.4% | +336.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling