+821.2%
SPYM vs CNQ
+722.5%
+98.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.1% | +6.2% | -7.3% | -2.5% |
| 3M | +3.9% | +12.4% | -8.5% | +0.8% |
| 6M | +13.6% | +9.0% | +4.6% | +10.4% |
| YTD | +12.7% | +52.2% | -39.5% | +1.1% |
| 1Y | +17.6% | +65.0% | -47.4% | +3.3% |
| 3Y | +77.2% | +78.8% | -1.6% | +50.4% |
| 5Y | +84.1% | +286.0% | -201.8% | +27.8% |
| 10Y | +323.8% | +420.7% | -96.9% | +147.2% |
| All | +821.2% | +722.5% | +98.7% | +336.4% |
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