+272.1%
CNQ vs STT
+156.7%
+115.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.9% |
| 7D | +0.1% | -0.4% | +0.6% | +0.3% |
| 30D | +6.2% | +1.7% | +4.5% | +5.4% |
| 3M | +12.4% | +17.9% | -5.5% | +5.8% |
| 6M | +9.0% | +55.3% | -46.3% | -7.6% |
| YTD | +52.2% | +52.7% | -0.4% | +29.2% |
| 1Y | +65.0% | +75.7% | -10.6% | +32.2% |
| 3Y | +78.8% | +197.9% | -119.1% | +13.6% |
| All | +272.1% | +156.7% | +115.3% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling