+203.6%
TGT vs CNQ
+426.2%
-222.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -5.2% | +0.1% | -5.4% | -5.3% |
| 30D | +1.2% | +6.2% | -5.0% | +0.2% |
| 3M | +18.4% | +12.4% | +6.0% | +16.0% |
| 6M | +33.4% | +9.0% | +24.4% | +30.9% |
| YTD | +63.8% | +52.2% | +11.6% | +51.8% |
| 1Y | +77.2% | +65.0% | +12.1% | +61.7% |
| 3Y | +41.8% | +78.8% | -37.1% | +26.8% |
| 5Y | -25.5% | +286.0% | -311.5% | -40.3% |
| All | +203.6% | +426.2% | -222.6% | +128.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling