+709.0%
CNQ vs EFV
+255.9%
+453.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.9% |
| 7D | +0.1% | -0.8% | +0.9% | +1.1% |
| 30D | +6.2% | +0.6% | +5.6% | +5.2% |
| 3M | +12.4% | +7.5% | +4.8% | +2.3% |
| 6M | +9.0% | +13.0% | -4.0% | -8.4% |
| YTD | +52.2% | +18.3% | +33.9% | +20.4% |
| 1Y | +65.0% | +26.7% | +38.3% | +19.5% |
| 3Y | +78.8% | +89.6% | -10.7% | -22.7% |
| 5Y | +286.0% | +98.2% | +187.8% | +58.2% |
| 10Y | +420.7% | +167.4% | +253.3% | +64.3% |
| All | +709.0% | +255.9% | +453.1% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling