-14.4%
SMR vs CNQ
+122.6%
-137.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.6% | -15.1% | -15.4% |
| 7D | -11.2% | +0.1% | -11.4% | -11.2% |
| 30D | -10.2% | +6.2% | -16.4% | -12.7% |
| 3M | -10.0% | +12.4% | -22.4% | -15.6% |
| 6M | -30.5% | +9.0% | -39.5% | -35.3% |
| YTD | -39.2% | +52.2% | -91.4% | -53.8% |
| 1Y | -75.5% | +65.0% | -140.6% | -82.4% |
| 3Y | +45.4% | +78.8% | -33.4% | +0.8% |
| All | -14.4% | +122.6% | -137.0% | -45.5% |
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