+4,879.2%
CNQ vs TPR
+6,864.5%
-1,985.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.8% |
| 7D | -0.9% | -7.3% | +6.4% | +1.2% |
| 30D | +8.7% | -30.7% | +39.4% | +19.5% |
| 3M | +15.8% | -21.6% | +37.4% | +22.4% |
| 6M | +13.3% | -21.3% | +34.6% | +18.1% |
| YTD | +54.7% | -10.2% | +64.9% | +54.5% |
| 1Y | +69.5% | +9.5% | +60.0% | +58.8% |
| 3Y | +77.3% | +280.8% | -203.5% | +10.2% |
| 5Y | +290.3% | +218.7% | +71.6% | +144.5% |
| 10Y | +429.3% | +306.7% | +122.6% | +180.5% |
| All | +4,879.2% | +6,864.5% | -1,985.3% | +1,723.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling