+5,556.5%
CNQ vs STT
+522.4%
+5,034.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.0% |
| 7D | +0.1% | -0.4% | +0.6% | +0.3% |
| 30D | +6.2% | +1.7% | +4.5% | +5.3% |
| 3M | +12.4% | +17.9% | -5.5% | +4.6% |
| 6M | +9.0% | +55.3% | -46.3% | -10.0% |
| YTD | +52.2% | +52.7% | -0.4% | +26.0% |
| 1Y | +65.0% | +75.7% | -10.6% | +28.5% |
| 3Y | +78.8% | +197.9% | -119.1% | +10.2% |
| 5Y | +286.0% | +158.8% | +127.2% | +143.5% |
| 10Y | +420.7% | +269.3% | +151.5% | +188.9% |
| All | +5,556.5% | +522.4% | +5,034.1% | +2,038.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling