+57.9%
CNQ vs TW
+22.3%
+35.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -11.2% | +7.3% | -18.5% | -11.5% |
| 30D | +1.7% | +18.6% | -16.9% | +1.0% |
| 3M | +10.3% | +24.8% | -14.5% | +9.2% |
| 6M | +4.3% | +16.1% | -11.8% | +3.9% |
| YTD | +48.7% | +19.1% | +29.6% | +53.1% |
| 1Y | +57.9% | +22.8% | +35.1% | +61.3% |
| All | +57.9% | +22.3% | +35.7% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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