+13.3%
CNQ vs STT
+57.7%
-44.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.2% |
| 7D | -0.7% | -1.4% | +0.7% | -1.1% |
| 30D | +6.7% | +2.2% | +4.5% | +7.5% |
| 3M | +12.8% | +18.8% | -6.0% | +19.1% |
| 6M | +13.3% | +57.9% | -44.6% | +44.3% |
| All | +13.3% | +57.7% | -44.4% | +44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling