+71.0%
CNQ vs SW
+40.1%
+30.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +2.5% | -2.9% | +5.4% | +2.6% |
| 30D | -4.0% | +5.0% | -9.0% | -4.4% |
| 3M | +5.5% | -13.7% | +19.1% | +6.4% |
| 6M | +7.5% | +8.0% | -0.5% | +5.6% |
| YTD | +51.2% | +14.0% | +37.3% | +45.9% |
| 1Y | +57.3% | +25.6% | +31.7% | +48.9% |
| 3Y | +71.0% | +40.1% | +30.8% | +56.8% |
| All | +71.0% | +40.1% | +30.8% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling