+50.7%
TOST vs CNQ
+73.2%
-22.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -5.7% | +6.2% | -11.9% | -6.8% |
| 3M | +30.1% | +12.4% | +17.7% | +26.9% |
| 6M | +11.9% | +9.0% | +2.9% | +9.0% |
| YTD | -9.5% | +52.2% | -61.8% | -21.8% |
| 1Y | -21.3% | +65.0% | -86.3% | -34.4% |
| 3Y | +50.7% | +78.8% | -28.2% | +18.4% |
| All | +50.7% | +73.2% | -22.6% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling