-1.6%
SCHW vs CNQ
+56.1%
-57.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +3.9% | -13.5% | +17.4% | +2.7% |
| 30D | -4.3% | +2.2% | -6.5% | -4.5% |
| 3M | -14.8% | +7.8% | -22.6% | -14.7% |
| 6M | -0.1% | +8.5% | -8.6% | +0.1% |
| YTD | -7.5% | +47.6% | -55.1% | -7.2% |
| 1Y | -1.6% | +58.7% | -60.3% | -3.7% |
| All | -1.6% | +56.1% | -57.8% | -3.7% |
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