+5.0%
SYK vs CNQ
+280.7%
-275.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -12.3% | -0.7% | -11.7% | -12.3% |
| 30D | -22.4% | +6.7% | -29.1% | -23.0% |
| 3M | -12.3% | +12.8% | -25.1% | -13.7% |
| 6M | -24.3% | +13.3% | -37.6% | -25.8% |
| YTD | -22.8% | +53.1% | -75.8% | -27.5% |
| 1Y | -28.8% | +66.1% | -94.8% | -34.1% |
| 3Y | -4.0% | +75.4% | -79.4% | -13.9% |
| All | +5.0% | +280.7% | -275.7% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling