+400.8%
CNQ vs SW
+139.3%
+261.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.2% |
| 7D | -1.8% | -2.6% | +0.8% | -1.6% |
| 30D | +11.8% | -7.5% | +19.3% | +12.5% |
| 3M | +11.1% | +10.3% | +0.9% | +9.6% |
| 6M | +12.1% | +5.4% | +6.7% | +10.6% |
| YTD | +53.4% | +17.9% | +35.5% | +49.3% |
| 1Y | +71.4% | -2.4% | +73.8% | +69.8% |
| 3Y | +75.8% | +28.7% | +47.1% | +67.8% |
| 5Y | +286.0% | -5.7% | +291.7% | +270.4% |
| 10Y | +400.8% | +139.3% | +261.5% | +324.9% |
| All | +400.8% | +139.3% | +261.5% | +324.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling