+2,179.3%
SPGI vs CNQ
+5,463.2%
-3,283.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -8.9% | -0.7% | -8.2% | -8.8% |
| 30D | +0.6% | +6.7% | -6.1% | -1.0% |
| 3M | +2.0% | +12.8% | -10.8% | -1.4% |
| 6M | +0.1% | +13.3% | -13.2% | -4.0% |
| YTD | -16.4% | +53.1% | -69.5% | -25.8% |
| 1Y | -18.9% | +66.1% | -85.0% | -29.7% |
| 3Y | +13.8% | +75.4% | -61.7% | -4.6% |
| 5Y | +0.5% | +288.1% | -287.6% | -33.0% |
| 10Y | +288.9% | +423.6% | -134.7% | +111.0% |
| All | +2,179.3% | +5,463.2% | -3,283.9% | +866.8% |
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 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