+64.1%
CNQ vs THC
+40.9%
+23.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | +3.0% | -0.7% | +3.7% | +2.9% |
| 30D | +12.8% | +1.3% | +11.5% | +13.0% |
| 3M | +7.0% | +64.2% | -57.2% | +12.1% |
| 6M | +16.5% | +8.3% | +8.2% | +19.8% |
| YTD | +52.0% | +33.4% | +18.7% | +55.7% |
| 1Y | +64.1% | +37.7% | +26.4% | +70.9% |
| All | +64.1% | +40.9% | +23.2% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling