+234.4%
CNQ vs SW
+724.4%
-490.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -10.4% | +1.8% | -12.3% | -10.5% |
| 30D | -3.2% | +7.0% | -10.3% | -3.6% |
| 3M | +6.5% | -7.6% | +14.1% | +6.8% |
| 6M | +10.0% | +8.5% | +1.5% | +9.2% |
| YTD | +46.0% | +17.7% | +28.4% | +44.0% |
| 1Y | +56.1% | +27.1% | +29.1% | +53.3% |
| 3Y | +69.3% | +48.2% | +21.1% | +64.7% |
| 5Y | +181.1% | -2.3% | +183.5% | +174.8% |
| 10Y | +389.9% | +183.3% | +206.6% | +360.4% |
| All | +234.4% | +724.4% | -490.0% | +224.3% |
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