+57.9%
CNQ vs TRI
-16.8%
+74.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.4% |
| 7D | -11.2% | +1.5% | -12.7% | -11.1% |
| 30D | +1.7% | +20.4% | -18.7% | +1.8% |
| 3M | +10.3% | +20.6% | -10.3% | +10.4% |
| 6M | +4.3% | +25.5% | -21.2% | +4.6% |
| YTD | +48.7% | -7.1% | +55.8% | +45.1% |
| 1Y | +57.9% | -14.7% | +72.6% | +57.3% |
| All | +57.9% | -16.8% | +74.7% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling