+9.0%
CNQ vs TRMB
-16.3%
+25.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.3% |
| 7D | +0.1% | -3.0% | +3.2% | -0.5% |
| 30D | +6.2% | +2.3% | +3.9% | +6.8% |
| 3M | +12.4% | +15.3% | -3.0% | +15.8% |
| 6M | +9.0% | -14.7% | +23.7% | +7.7% |
| All | +9.0% | -16.3% | +25.4% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling