+272.1%
CNQ vs SYY
+23.4%
+248.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | +0.1% | +3.9% | -3.8% | -0.8% |
| 30D | +6.2% | -1.7% | +7.9% | +6.6% |
| 3M | +12.4% | +5.2% | +7.2% | +10.7% |
| 6M | +9.0% | -0.2% | +9.2% | +8.6% |
| YTD | +52.2% | +15.4% | +36.8% | +44.3% |
| 1Y | +65.0% | +5.6% | +59.4% | +60.7% |
| 3Y | +78.8% | +28.9% | +50.0% | +59.1% |
| All | +272.1% | +23.4% | +248.7% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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