+78.8%
CNQ vs ECL
+56.3%
+22.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.4% |
| 7D | +0.1% | -1.1% | +1.2% | 0.0% |
| 30D | +6.2% | -0.8% | +7.0% | +6.1% |
| 3M | +12.4% | +5.0% | +7.3% | +12.6% |
| 6M | +9.0% | +0.2% | +8.8% | +9.6% |
| YTD | +52.2% | +5.8% | +46.4% | +52.3% |
| 1Y | +65.0% | +1.5% | +63.5% | +65.6% |
| 3Y | +78.8% | +55.0% | +23.9% | +70.8% |
| All | +78.8% | +56.3% | +22.5% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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