+50.6%
STM vs CNQ
+5,463.2%
-5,412.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | -7.8% | +6.7% | -14.5% | -10.1% |
| 3M | -28.2% | +12.8% | -41.0% | -31.9% |
| 6M | +52.0% | +13.3% | +38.7% | +42.7% |
| YTD | +96.4% | +53.1% | +43.3% | +64.2% |
| 1Y | +98.8% | +66.1% | +32.8% | +60.6% |
| 3Y | +18.3% | +75.4% | -57.2% | -7.7% |
| 5Y | +17.7% | +288.1% | -270.4% | -33.7% |
| 10Y | +652.5% | +423.6% | +228.9% | +231.8% |
| All | +50.6% | +5,463.2% | -5,412.6% | -60.0% |
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 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