+78.8%
CNQ vs TXG
+43.8%
+35.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.7% |
| 7D | +0.1% | +9.5% | -9.4% | -0.2% |
| 30D | +6.2% | +18.8% | -12.6% | +5.4% |
| 3M | +12.4% | +136.1% | -123.7% | +8.3% |
| 6M | +9.0% | +235.2% | -226.2% | +2.5% |
| YTD | +52.2% | +320.5% | -268.3% | +40.2% |
| 1Y | +65.0% | +425.2% | -360.2% | +47.9% |
| 3Y | +78.8% | +42.9% | +35.9% | +72.6% |
| All | +78.8% | +43.8% | +35.1% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling