+15,648.6%
STX vs CNQ
+5,328.8%
+10,319.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -3.6% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -5.5% | +6.2% | -11.7% | -7.3% |
| 3M | -4.3% | +12.4% | -16.7% | -8.0% |
| 6M | +115.6% | +9.0% | +106.6% | +107.9% |
| YTD | +202.2% | +52.2% | +150.0% | +160.9% |
| 1Y | +325.3% | +65.0% | +260.3% | +257.0% |
| 3Y | +1,283.9% | +78.8% | +1,205.1% | +1,008.6% |
| 5Y | +1,048.3% | +286.0% | +762.3% | +601.6% |
| 10Y | +3,387.3% | +420.7% | +2,966.6% | +1,581.2% |
| All | +15,648.6% | +5,328.8% | +10,319.8% | +4,117.9% |
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