+1,493.6%
TRV vs CNQ
+5,432.5%
-3,938.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +1.7% | +6.2% | -4.5% | +0.2% |
| 3M | +23.9% | +12.4% | +11.5% | +20.1% |
| 6M | +26.3% | +9.0% | +17.3% | +22.7% |
| YTD | +30.8% | +52.2% | -21.4% | +17.2% |
| 1Y | +36.3% | +65.0% | -28.7% | +19.6% |
| 3Y | +145.0% | +78.8% | +66.2% | +106.6% |
| 5Y | +163.9% | +286.0% | -122.1% | +80.2% |
| 10Y | +305.8% | +420.7% | -114.9% | +133.2% |
| All | +1,493.6% | +5,432.5% | -3,938.9% | +502.5% |
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