+317.5%
TMUS vs CNQ
+426.2%
-108.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +3.5% | +6.2% | -2.7% | +2.6% |
| 3M | -1.3% | +12.4% | -13.7% | -3.2% |
| 6M | -13.6% | +9.0% | -22.6% | -15.1% |
| YTD | -8.8% | +52.2% | -61.0% | -14.8% |
| 1Y | -22.9% | +65.0% | -87.9% | -29.0% |
| 3Y | +36.7% | +78.8% | -42.1% | +22.2% |
| 5Y | +46.6% | +286.0% | -239.4% | +12.5% |
| All | +317.5% | +426.2% | -108.7% | +175.6% |
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