+5,587.9%
CNQ vs THC
+217.4%
+5,370.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +6.7% | +1.5% | +5.2% | +6.3% |
| 3M | +12.8% | +59.9% | -47.1% | +1.8% |
| 6M | +13.3% | +11.0% | +2.4% | +9.4% |
| YTD | +53.1% | +32.6% | +20.5% | +41.8% |
| 1Y | +66.1% | +37.4% | +28.7% | +52.0% |
| 3Y | +75.4% | +252.5% | -177.1% | +28.0% |
| 5Y | +288.1% | +262.3% | +25.8% | +169.0% |
| 10Y | +423.6% | +1,015.4% | -591.8% | +155.3% |
| All | +5,587.9% | +217.4% | +5,370.5% | +1,841.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling