+238.0%
CNQ vs SW
+722.5%
-484.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | -13.5% | +2.3% | -15.8% | -13.6% |
| 30D | +2.2% | +6.8% | -4.6% | +1.9% |
| 3M | +7.8% | -5.2% | +13.0% | +7.9% |
| 6M | +8.5% | +7.4% | +1.1% | +7.8% |
| YTD | +47.6% | +17.4% | +30.2% | +45.5% |
| 1Y | +58.7% | +27.1% | +31.6% | +55.7% |
| 3Y | +63.5% | +47.9% | +15.7% | +59.0% |
| 5Y | +184.2% | -2.6% | +186.8% | +177.8% |
| 10Y | +413.6% | +182.7% | +231.0% | +382.7% |
| All | +238.0% | +722.5% | -484.6% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling