+248.1%
CNQ vs SW
+755.0%
-506.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +3.0% | -5.1% | +8.1% | +3.2% |
| 30D | +12.8% | -4.6% | +17.3% | +12.9% |
| 3M | +7.0% | +9.4% | -2.4% | +6.3% |
| 6M | +16.5% | +3.5% | +13.0% | +15.8% |
| YTD | +52.0% | +22.0% | +30.0% | +49.8% |
| 1Y | +64.1% | +2.2% | +61.9% | +63.0% |
| 3Y | +74.3% | +19.6% | +54.7% | +71.0% |
| 5Y | +268.4% | -2.3% | +270.8% | +260.1% |
| 10Y | +400.2% | +181.4% | +218.8% | +369.7% |
| All | +248.1% | +755.0% | -506.9% | +237.3% |
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