-2.0%
TLT vs CNQ
+73.2%
-75.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -1.1% | +6.2% | -7.3% | -0.9% |
| 3M | -4.9% | +12.4% | -17.2% | -4.3% |
| 6M | -5.0% | +9.0% | -14.0% | -4.5% |
| YTD | -4.4% | +52.2% | -56.6% | -3.3% |
| 1Y | -6.4% | +65.0% | -71.4% | -5.2% |
| 3Y | -2.0% | +78.8% | -80.8% | -3.2% |
| All | -2.0% | +73.2% | -75.2% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling