+272.1%
CNQ vs TAP
-0.1%
+272.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.8% |
| 7D | +0.1% | -3.9% | +4.0% | +0.8% |
| 30D | +6.2% | -5.3% | +11.5% | +7.1% |
| 3M | +12.4% | -3.8% | +16.1% | +12.7% |
| 6M | +9.0% | -11.4% | +20.4% | +11.1% |
| YTD | +52.2% | -13.7% | +66.0% | +55.7% |
| 1Y | +65.0% | -17.2% | +82.2% | +69.9% |
| 3Y | +78.8% | -33.1% | +111.9% | +92.5% |
| All | +272.1% | -0.1% | +272.2% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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