+2.9%
SPGI vs CNQ
+61.9%
-59.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.4% | +10.7% | +2.2% |
| 7D | +7.2% | -9.4% | +16.6% | +5.7% |
| 30D | +23.2% | +2.8% | +20.5% | +23.6% |
| 3M | +17.0% | +8.5% | +8.6% | +18.6% |
| 6M | +20.4% | +6.4% | +14.0% | +22.2% |
| YTD | -1.9% | +50.9% | -52.8% | +3.2% |
| 1Y | +2.9% | +62.8% | -59.9% | +6.5% |
| All | +2.9% | +61.9% | -59.0% | +6.5% |
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 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 · 6 months rolling