+1,482.3%
SMH vs CNQ
+5,432.5%
-3,950.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -2.8% | +6.2% | -9.0% | -4.4% |
| 3M | -6.7% | +12.4% | -19.1% | -10.0% |
| 6M | +41.8% | +9.0% | +32.7% | +36.8% |
| YTD | +57.9% | +52.2% | +5.7% | +38.5% |
| 1Y | +87.6% | +65.0% | +22.6% | +60.8% |
| 3Y | +282.9% | +78.8% | +204.1% | +217.6% |
| 5Y | +330.4% | +286.0% | +44.4% | +184.5% |
| 10Y | +1,857.0% | +420.7% | +1,436.3% | +969.7% |
| All | +1,482.3% | +5,432.5% | -3,950.2% | +458.1% |
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