+272.1%
CNQ vs THC
+258.1%
+14.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +6.2% | -1.2% | +7.4% | +6.3% |
| 3M | +12.4% | +52.3% | -39.9% | +6.5% |
| 6M | +9.0% | +12.4% | -3.4% | +7.1% |
| YTD | +52.2% | +32.7% | +19.5% | +45.6% |
| 1Y | +65.0% | +36.4% | +28.7% | +56.7% |
| 3Y | +78.8% | +259.3% | -180.5% | +40.2% |
| All | +272.1% | +258.1% | +14.0% | +193.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling