-17.4%
TOST vs CNQ
+65.4%
-82.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | -0.3% |
| 7D | -3.4% | +3.0% | -6.4% | -2.6% |
| 30D | -2.4% | +12.8% | -15.2% | +0.7% |
| 3M | +34.6% | +7.0% | +27.6% | +38.8% |
| 6M | +15.2% | +16.5% | -1.3% | +19.5% |
| YTD | -4.4% | +52.0% | -56.4% | +0.7% |
| 1Y | -17.4% | +64.1% | -81.5% | -13.1% |
| All | -17.4% | +65.4% | -82.8% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling