-19.5%
SAP vs CNQ
+65.4%
-85.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -1.2% |
| 7D | -2.9% | +3.0% | -5.9% | -2.3% |
| 30D | +9.0% | +12.8% | -3.7% | +11.8% |
| 3M | +14.9% | +7.0% | +7.9% | +16.7% |
| 6M | +11.9% | +16.5% | -4.6% | +16.3% |
| YTD | -9.9% | +52.0% | -61.9% | -1.7% |
| 1Y | -19.5% | +64.1% | -83.6% | -11.7% |
| All | -19.5% | +65.4% | -85.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 1y: compounded portfolio wealth divided by compounded CNQ 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…
1y analysis · Full analysis span regression · 6 months rolling