-53.1%
TE vs CNQ
+348.2%
-401.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -5.9% | +6.2% | -12.1% | -7.2% |
| 3M | -45.6% | +12.4% | -57.9% | -47.2% |
| 6M | -43.4% | +9.0% | -52.4% | -44.9% |
| YTD | -31.0% | +52.2% | -83.2% | -38.1% |
| 1Y | +145.2% | +65.0% | +80.2% | +115.4% |
| 3Y | -24.1% | +78.8% | -102.9% | -34.0% |
| 5Y | -48.1% | +286.0% | -334.1% | -57.4% |
| All | -53.1% | +348.2% | -401.2% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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