+78.8%
CNQ vs STT
+197.5%
-118.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | +0.1% | -0.4% | +0.6% | +0.2% |
| 30D | +6.2% | +1.7% | +4.5% | +5.7% |
| 3M | +12.4% | +17.9% | -5.5% | +7.4% |
| 6M | +9.0% | +55.3% | -46.3% | -4.3% |
| YTD | +52.2% | +52.7% | -0.4% | +33.7% |
| 1Y | +65.0% | +75.7% | -10.6% | +37.0% |
| 3Y | +78.8% | +197.9% | -119.1% | +16.7% |
| All | +78.8% | +197.5% | -118.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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