+415.5%
CNQ vs EFX
+42.6%
+372.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | +0.1% | -4.5% | +4.7% | +1.2% |
| 30D | +6.2% | -6.1% | +12.3% | +7.5% |
| 3M | +12.4% | +6.2% | +6.2% | +9.5% |
| 6M | +9.0% | -11.2% | +20.2% | +10.5% |
| YTD | +52.2% | -21.4% | +73.6% | +58.5% |
| 1Y | +65.0% | -34.3% | +99.3% | +80.7% |
| 3Y | +78.8% | -12.5% | +91.4% | +72.0% |
| 5Y | +286.0% | -35.6% | +321.5% | +302.0% |
| All | +415.5% | +42.6% | +372.9% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling