+252.8%
SPOT vs CNQ
+391.1%
-138.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +7.4% | +6.2% | +1.2% | +6.2% |
| 3M | +8.2% | +12.4% | -4.2% | +5.8% |
| 6M | +2.2% | +9.0% | -6.8% | 0.0% |
| YTD | -9.5% | +52.2% | -61.7% | -16.7% |
| 1Y | -23.8% | +65.0% | -88.9% | -31.1% |
| 3Y | +233.5% | +78.8% | +154.6% | +192.3% |
| 5Y | +112.2% | +286.0% | -173.8% | +60.3% |
| All | +252.8% | +391.1% | -138.3% | +150.8% |
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