+6,764.9%
SHW vs CNQ
+5,432.5%
+1,332.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -10.0% | +6.2% | -16.2% | -10.9% |
| 3M | +2.3% | +12.4% | -10.1% | 0.0% |
| 6M | +0.7% | +9.0% | -8.4% | -1.6% |
| YTD | +0.5% | +52.2% | -51.7% | -7.2% |
| 1Y | -11.5% | +65.0% | -76.5% | -19.5% |
| 3Y | +21.3% | +78.8% | -57.5% | +7.4% |
| 5Y | +12.5% | +286.0% | -273.4% | -14.4% |
| 10Y | +287.3% | +420.7% | -133.4% | +155.9% |
| All | +6,764.9% | +5,432.5% | +1,332.4% | +2,782.5% |
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