+286.0%
CNQ vs SW
-5.7%
+291.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.1% |
| 7D | -1.8% | -2.6% | +0.8% | -1.6% |
| 30D | +11.8% | -7.5% | +19.3% | +12.3% |
| 3M | +11.1% | +10.3% | +0.9% | +9.8% |
| 6M | +12.1% | +5.4% | +6.7% | +10.9% |
| YTD | +53.4% | +17.9% | +35.5% | +49.7% |
| 1Y | +71.4% | -2.4% | +73.8% | +70.2% |
| 3Y | +75.8% | +28.7% | +47.1% | +69.7% |
| 5Y | +286.0% | -5.7% | +291.7% | +269.0% |
| All | +286.0% | -5.7% | +291.7% | +269.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling