+171.9%
SAP vs CNQ
+426.2%
-254.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +1.1% | +6.2% | -5.1% | 0.0% |
| 3M | +26.1% | +12.4% | +13.7% | +23.2% |
| 6M | +9.8% | +9.0% | +0.8% | +7.4% |
| YTD | -13.6% | +52.2% | -65.8% | -20.9% |
| 1Y | -18.7% | +65.0% | -83.7% | -26.9% |
| 3Y | +54.1% | +78.8% | -24.7% | +34.1% |
| 5Y | +54.7% | +286.0% | -231.2% | +12.7% |
| All | +171.9% | +426.2% | -254.4% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling