+57.9%
CNQ vs EFV
-38.5%
+96.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -50.9% | +49.5% | -1.0% |
| 7D | -11.2% | -49.8% | +38.6% | -10.1% |
| 30D | +1.7% | -49.4% | +51.1% | +3.1% |
| 3M | +10.3% | -51.0% | +61.3% | +11.1% |
| 6M | +4.3% | -46.8% | +51.0% | +6.6% |
| YTD | +48.7% | -42.6% | +91.3% | +49.9% |
| 1Y | +57.9% | -38.8% | +96.7% | +60.8% |
| All | +57.9% | -38.5% | +96.4% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling