-12.8%
SHOP vs CNQ
+278.6%
-291.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -11.2% | +0.1% | -11.4% | -11.3% |
| 30D | -14.4% | +6.2% | -20.6% | -15.9% |
| 3M | +16.6% | +12.4% | +4.2% | +11.9% |
| 6M | -0.6% | +9.0% | -9.6% | -4.7% |
| YTD | -20.0% | +52.2% | -72.2% | -32.7% |
| 1Y | -11.2% | +65.0% | -76.2% | -27.9% |
| 3Y | +99.5% | +78.8% | +20.6% | +52.8% |
| All | -12.8% | +278.6% | -291.4% | -46.3% |
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