+59.5%
SCHW vs CNQ
+278.6%
-219.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -1.6% | +6.2% | -7.8% | -3.1% |
| 3M | +21.3% | +12.4% | +8.9% | +17.4% |
| 6M | +16.5% | +9.0% | +7.5% | +13.0% |
| YTD | +8.4% | +52.2% | -43.8% | -4.7% |
| 1Y | +15.6% | +65.0% | -49.4% | -1.0% |
| 3Y | +86.8% | +78.8% | +8.0% | +51.8% |
| All | +59.5% | +278.6% | -219.1% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling