+3,514.5%
TMO vs CNQ
+5,432.5%
-1,918.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.6% | +0.1% | -0.8% | -0.7% |
| 30D | +1.1% | +6.2% | -5.1% | -0.1% |
| 3M | +28.3% | +12.4% | +16.0% | +25.2% |
| 6M | +23.3% | +9.0% | +14.2% | +20.3% |
| YTD | +5.5% | +52.2% | -46.8% | -3.7% |
| 1Y | +24.5% | +65.0% | -40.5% | +11.8% |
| 3Y | +19.6% | +78.8% | -59.3% | +4.2% |
| 5Y | +8.1% | +286.0% | -277.9% | -20.3% |
| 10Y | +336.7% | +420.7% | -84.0% | +171.8% |
| All | +3,514.5% | +5,432.5% | -1,918.0% | +1,030.9% |
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