-69.8%
SPCH vs CNQ
+13.4%
-83.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.5% | -16.6% | -18.4% |
| 7D | -27.7% | -11.2% | -16.5% | -30.2% |
| 30D | -51.2% | +1.7% | -52.9% | -50.1% |
| 3M | +11.3% | +10.3% | +1.0% | +13.2% |
| All | -69.8% | +13.4% | -83.2% | -67.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling