+2,340.7%
SNPS vs CNQ
+5,432.5%
-3,091.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | -12.9% | +12.4% | -25.3% | -15.1% |
| 6M | -8.2% | +9.0% | -17.2% | -10.4% |
| YTD | -15.4% | +52.2% | -67.6% | -22.6% |
| 1Y | -9.3% | +65.0% | -74.3% | -18.4% |
| 3Y | -14.0% | +78.8% | -92.8% | -24.4% |
| 5Y | +19.5% | +286.0% | -266.5% | -10.2% |
| 10Y | +581.4% | +420.7% | +160.7% | +343.8% |
| All | +2,340.7% | +5,432.5% | -3,091.8% | +1,014.5% |
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