+572.5%
SNPS vs CNQ
+426.2%
+146.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -3.6% | +6.2% | -9.8% | -4.8% |
| 3M | -12.9% | +12.4% | -25.3% | -15.1% |
| 6M | -8.2% | +9.0% | -17.2% | -10.5% |
| YTD | -15.4% | +52.2% | -67.6% | -23.0% |
| 1Y | -9.3% | +65.0% | -74.3% | -18.9% |
| 3Y | -14.0% | +78.8% | -92.8% | -25.0% |
| 5Y | +19.5% | +286.0% | -266.5% | -11.1% |
| All | +572.5% | +426.2% | +146.3% | +323.0% |
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