+435.2%
CNQ vs TW
+206.7%
+228.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | +0.1% | -4.5% | +4.6% | +1.4% |
| 30D | +6.2% | -2.3% | +8.5% | +6.8% |
| 3M | +12.4% | +2.6% | +9.8% | +10.8% |
| 6M | +9.0% | -17.5% | +26.6% | +14.6% |
| YTD | +52.2% | -5.3% | +57.5% | +52.6% |
| 1Y | +65.0% | -14.8% | +79.8% | +70.7% |
| 3Y | +78.8% | +18.8% | +60.0% | +61.3% |
| 5Y | +286.0% | +20.7% | +265.3% | +236.5% |
| All | +435.2% | +206.7% | +228.5% | +234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling