+393.4%
CNQ vs SW
+184.4%
+209.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -10.0% | +2.2% | -12.2% | -10.2% |
| 30D | -2.8% | +7.4% | -10.3% | -3.5% |
| 3M | +3.0% | -5.9% | +8.9% | +3.4% |
| 6M | +10.5% | +9.0% | +1.5% | +8.9% |
| YTD | +46.6% | +18.1% | +28.5% | +42.6% |
| 1Y | +55.2% | +28.7% | +26.5% | +49.4% |
| 3Y | +67.3% | +48.8% | +18.5% | +57.7% |
| 5Y | +190.0% | +2.5% | +187.5% | +175.8% |
| 10Y | +393.4% | +184.4% | +209.0% | +326.8% |
| All | +393.4% | +184.4% | +209.0% | +326.8% |
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