+4,787.3%
CNQ vs TRI
+509.5%
+4,277.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.6% |
| 7D | +0.1% | -7.9% | +8.0% | +4.8% |
| 30D | +6.2% | -4.5% | +10.7% | +7.9% |
| 3M | +12.4% | +22.1% | -9.7% | -4.8% |
| 6M | +9.0% | -2.8% | +11.8% | +3.8% |
| YTD | +52.2% | -23.4% | +75.6% | +63.4% |
| 1Y | +65.0% | -41.5% | +106.6% | +111.2% |
| 3Y | +78.8% | -19.2% | +98.0% | +73.2% |
| 5Y | +286.0% | -9.4% | +295.4% | +232.6% |
| 10Y | +420.7% | +195.6% | +225.2% | +83.1% |
| All | +4,787.3% | +509.5% | +4,277.8% | +959.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling