+272.1%
CNQ vs TPR
+229.3%
+42.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -0.9% |
| 7D | +0.1% | -3.0% | +3.1% | +0.5% |
| 30D | +6.2% | -22.6% | +28.8% | +9.9% |
| 3M | +12.4% | -18.2% | +30.6% | +15.0% |
| 6M | +9.0% | -18.0% | +27.0% | +10.8% |
| YTD | +52.2% | -6.4% | +58.6% | +50.2% |
| 1Y | +65.0% | +12.3% | +52.7% | +56.3% |
| 3Y | +78.8% | +298.7% | -219.8% | +24.6% |
| All | +272.1% | +229.3% | +42.8% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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