-0.8%
TOST vs CNQ
+61.9%
-62.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -7.4% | +12.9% | +3.2% |
| 7D | +10.7% | -9.4% | +20.2% | +7.7% |
| 30D | +17.7% | +2.8% | +15.0% | +18.5% |
| 3M | +4.6% | +8.5% | -3.8% | +7.2% |
| 6M | +20.3% | +6.4% | +13.9% | +24.6% |
| YTD | -0.4% | +50.9% | -51.3% | +6.8% |
| 1Y | -0.8% | +62.8% | -63.6% | +2.2% |
| All | -0.8% | +61.9% | -62.6% | +2.2% |
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 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