+41.9%
SO vs CNQ
+73.2%
-31.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -5.0% | +6.2% | -11.2% | -5.2% |
| 3M | -5.8% | +12.4% | -18.1% | -6.2% |
| 6M | -7.9% | +9.0% | -17.0% | -8.3% |
| YTD | +2.4% | +52.2% | -49.8% | +1.3% |
| 1Y | -2.3% | +65.0% | -67.3% | -3.5% |
| 3Y | +41.9% | +78.8% | -37.0% | +36.4% |
| All | +41.9% | +73.2% | -31.4% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling