+553.4%
SE vs CNQ
+368.8%
+184.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | -17.1% | +6.2% | -23.3% | -18.5% |
| 3M | +24.0% | +12.4% | +11.6% | +19.5% |
| 6M | +21.0% | +9.0% | +12.0% | +16.7% |
| YTD | -16.7% | +52.2% | -68.9% | -27.0% |
| 1Y | -45.9% | +65.0% | -111.0% | -53.9% |
| 3Y | +177.8% | +78.8% | +99.0% | +128.2% |
| 5Y | -67.4% | +286.0% | -353.3% | -77.7% |
| All | +553.4% | +368.8% | +184.6% | +307.0% |
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