+310.4%
TMUS vs CNQ
+532.4%
-222.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -5.8% | -0.7% | -5.1% | -5.6% |
| 30D | -0.2% | +6.7% | -6.9% | -2.0% |
| 3M | -4.0% | +12.8% | -16.8% | -7.5% |
| 6M | -18.1% | +13.3% | -31.4% | -21.6% |
| YTD | -11.3% | +53.1% | -64.4% | -22.1% |
| 1Y | -24.7% | +66.1% | -90.8% | -35.6% |
| 3Y | +35.4% | +75.4% | -40.0% | +10.6% |
| 5Y | +42.4% | +288.1% | -245.7% | -11.6% |
| 10Y | +317.4% | +423.6% | -106.2% | +100.2% |
| All | +310.4% | +532.4% | -222.0% | +46.5% |
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