+105.7%
CNQ vs TLN
+571.8%
-466.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.9% |
| 7D | -0.7% | +2.0% | -2.6% | -0.8% |
| 30D | +6.7% | -12.9% | +19.6% | +7.7% |
| 3M | +12.8% | -7.4% | +20.2% | +13.0% |
| 6M | +13.3% | -6.0% | +19.4% | +12.7% |
| YTD | +53.1% | -16.9% | +69.9% | +53.4% |
| 1Y | +66.1% | -22.6% | +88.7% | +67.4% |
| 3Y | +75.4% | +469.0% | -393.6% | +32.5% |
| All | +105.7% | +571.8% | -466.1% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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