+472.4%
CNQ vs TXG
+27.0%
+445.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.8% |
| 7D | +0.1% | +9.5% | -9.4% | -0.6% |
| 30D | +6.2% | +18.8% | -12.6% | +4.7% |
| 3M | +12.4% | +136.1% | -123.7% | +4.5% |
| 6M | +9.0% | +235.2% | -226.2% | -2.4% |
| YTD | +52.2% | +320.5% | -268.3% | +32.9% |
| 1Y | +65.0% | +425.2% | -360.2% | +39.7% |
| 3Y | +78.8% | +42.9% | +35.9% | +64.6% |
| 5Y | +286.0% | -62.8% | +348.8% | +290.6% |
| All | +472.4% | +27.0% | +445.4% | +309.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling