-48.1%
TOST vs CNQ
+292.5%
-340.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | -4.7% | -0.9% | -3.8% | -4.4% |
| 30D | -9.1% | +8.7% | -17.8% | -11.3% |
| 3M | +29.8% | +15.8% | +14.0% | +23.5% |
| 6M | +10.0% | +13.3% | -3.2% | +4.2% |
| YTD | -8.6% | +54.7% | -63.3% | -23.4% |
| 1Y | -20.7% | +69.5% | -90.2% | -36.1% |
| 3Y | +55.7% | +77.3% | -21.6% | +20.1% |
| All | -48.1% | +292.5% | -340.6% | -68.6% |
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 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