+62.8%
CNQ vs TRMB
-31.2%
+94.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -17.3% | +9.9% | -7.8% |
| 7D | -9.4% | -15.7% | +6.3% | -9.5% |
| 30D | +2.8% | -7.8% | +10.5% | +4.1% |
| 3M | +8.5% | -9.3% | +17.8% | +9.7% |
| 6M | +6.4% | -20.8% | +27.2% | +7.1% |
| YTD | +50.9% | -30.8% | +81.7% | +50.9% |
| 1Y | +62.8% | -31.0% | +93.8% | +63.1% |
| All | +62.8% | -31.2% | +94.1% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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