+5,556.5%
CNQ vs TRMB
+746.4%
+4,810.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | +0.1% | -3.0% | +3.2% | +0.9% |
| 30D | +6.2% | +2.3% | +3.9% | +5.4% |
| 3M | +12.4% | +15.3% | -3.0% | +7.3% |
| 6M | +9.0% | -14.7% | +23.7% | +12.5% |
| YTD | +52.2% | -26.4% | +78.6% | +62.8% |
| 1Y | +65.0% | -30.4% | +95.4% | +78.7% |
| 3Y | +78.8% | +13.5% | +65.3% | +65.1% |
| 5Y | +286.0% | -38.6% | +324.6% | +313.3% |
| 10Y | +420.7% | +121.8% | +298.9% | +296.9% |
| All | +5,556.5% | +746.4% | +4,810.2% | +3,310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling