+282.9%
SPGI vs CNQ
+426.2%
-143.4%
-39.8%
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 | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | +0.4% | +6.2% | -5.8% | -0.8% |
| 3M | +5.3% | +12.4% | -7.1% | +2.6% |
| 6M | +1.7% | +9.0% | -7.4% | -0.8% |
| YTD | -16.4% | +52.2% | -68.6% | -24.0% |
| 1Y | -20.5% | +65.0% | -85.5% | -29.1% |
| 3Y | +14.2% | +78.8% | -64.6% | -1.5% |
| 5Y | +0.6% | +286.0% | -285.4% | -28.0% |
| All | +282.9% | +426.2% | -143.4% | +121.7% |
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