+484.0%
CNQ vs TRU
+228.8%
+255.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.9% |
| 7D | +0.1% | -2.7% | +2.8% | +1.0% |
| 30D | +6.2% | -2.0% | +8.2% | +6.6% |
| 3M | +12.4% | +18.4% | -6.1% | +5.0% |
| 6M | +9.0% | +8.9% | +0.2% | +3.4% |
| YTD | +52.2% | -8.9% | +61.1% | +52.0% |
| 1Y | +65.0% | -15.9% | +80.9% | +68.5% |
| 3Y | +78.8% | -1.1% | +79.9% | +60.2% |
| 5Y | +286.0% | -35.2% | +321.2% | +310.6% |
| 10Y | +420.7% | +145.3% | +275.4% | +217.3% |
| All | +484.0% | +228.8% | +255.2% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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