+410.8%
CNQ vs SW
+177.1%
+233.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +2.5% | -2.9% | +5.4% | +2.7% |
| 30D | -4.0% | +5.0% | -9.0% | -4.5% |
| 3M | +5.5% | -13.7% | +19.1% | +6.6% |
| 6M | +7.5% | +8.0% | -0.5% | +5.9% |
| YTD | +51.2% | +14.0% | +37.3% | +47.4% |
| 1Y | +57.3% | +25.6% | +31.7% | +51.6% |
| 3Y | +71.0% | +40.1% | +30.8% | +61.9% |
| 5Y | +206.1% | -2.6% | +208.8% | +192.5% |
| All | +410.8% | +177.1% | +233.8% | +344.7% |
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