+427.4%
SAP vs CNQ
+5,463.2%
-5,035.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.3% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -1.8% | +6.7% | -8.5% | -3.4% |
| 3M | +20.9% | +12.8% | +8.1% | +17.0% |
| 6M | +7.0% | +13.3% | -6.3% | +2.7% |
| YTD | -13.7% | +53.1% | -66.8% | -23.4% |
| 1Y | -19.6% | +66.1% | -85.6% | -30.1% |
| 3Y | +52.4% | +75.4% | -23.0% | +27.9% |
| 5Y | +54.4% | +288.1% | -233.7% | +3.1% |
| 10Y | +174.8% | +423.6% | -248.8% | +50.6% |
| All | +427.4% | +5,463.2% | -5,035.8% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling