+219.9%
SLV vs CNQ
+426.2%
-206.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | -2.8% | +0.1% | -3.0% | -2.9% |
| 30D | -1.6% | +6.2% | -7.8% | -2.5% |
| 3M | -4.4% | +12.4% | -16.8% | -6.3% |
| 6M | -25.4% | +9.0% | -34.4% | -26.9% |
| YTD | -9.8% | +52.2% | -62.0% | -16.1% |
| 1Y | +53.8% | +65.0% | -11.2% | +41.1% |
| 3Y | +174.7% | +78.8% | +95.8% | +147.6% |
| 5Y | +164.3% | +286.0% | -121.7% | +114.8% |
| All | +219.9% | +426.2% | -206.3% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling