+5,587.9%
CNQ vs TAP
+128.2%
+5,459.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.7% | -5.3% | +4.6% | +1.4% |
| 30D | +6.7% | -7.4% | +14.1% | +9.6% |
| 3M | +12.8% | -4.9% | +17.7% | +14.1% |
| 6M | +13.3% | -14.2% | +27.5% | +18.9% |
| YTD | +53.1% | -14.8% | +67.9% | +60.5% |
| 1Y | +66.1% | -18.1% | +84.2% | +75.8% |
| 3Y | +75.4% | -32.7% | +108.1% | +96.1% |
| 5Y | +288.1% | -0.5% | +288.6% | +256.9% |
| 10Y | +423.6% | -50.4% | +474.0% | +505.3% |
| All | +5,587.9% | +128.2% | +5,459.7% | +4,235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling