+5,556.5%
CNQ vs ED
+1,004.7%
+4,551.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | +6.2% | -0.4% | +6.6% | +6.3% |
| 3M | +12.4% | +0.5% | +11.9% | +12.0% |
| 6M | +9.0% | -3.1% | +12.2% | +10.0% |
| YTD | +52.2% | +9.8% | +42.4% | +46.2% |
| 1Y | +65.0% | +12.6% | +52.5% | +56.6% |
| 3Y | +78.8% | +31.4% | +47.4% | +55.7% |
| 5Y | +286.0% | +69.4% | +216.6% | +197.4% |
| 10Y | +420.7% | +108.7% | +312.1% | +235.7% |
| All | +5,556.5% | +1,004.7% | +4,551.9% | +1,659.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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