-28.0%
SSPC vs CNQ
+6.6%
-34.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -3.7% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | -10.7% | +6.2% | -16.9% | -14.5% |
| All | -28.0% | +6.6% | -34.6% | -31.0% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling