+655.9%
STM vs CNQ
+426.2%
+229.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -4.9% | +6.2% | -11.1% | -7.1% |
| 3M | -34.0% | +12.4% | -46.4% | -37.2% |
| 6M | +51.8% | +9.0% | +42.8% | +44.7% |
| YTD | +99.4% | +52.2% | +47.2% | +66.8% |
| 1Y | +99.1% | +65.0% | +34.0% | +60.8% |
| 3Y | +19.5% | +78.8% | -59.4% | -7.9% |
| 5Y | +19.5% | +286.0% | -266.5% | -33.0% |
| All | +655.9% | +426.2% | +229.6% | +227.5% |
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