+153.4%
SLB vs CNQ
+5,463.2%
-5,309.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.8% | -1.2% |
| 7D | -2.4% | -0.7% | -1.8% | -2.1% |
| 30D | +4.9% | +6.7% | -1.8% | +0.5% |
| 3M | +1.4% | +12.8% | -11.4% | -6.5% |
| 6M | +17.6% | +13.3% | +4.3% | +6.7% |
| YTD | +48.3% | +53.1% | -4.7% | +10.8% |
| 1Y | +58.7% | +66.1% | -7.4% | +12.4% |
| 3Y | +0.6% | +75.4% | -74.9% | -31.7% |
| 5Y | +133.6% | +288.1% | -154.5% | -0.9% |
| 10Y | -4.4% | +423.6% | -428.0% | -68.8% |
| All | +153.4% | +5,463.2% | -5,309.9% | -82.2% |
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 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