+9.0%
CNQ vs EFX
-13.6%
+22.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.4% |
| 7D | +0.1% | -4.5% | +4.7% | -0.7% |
| 30D | +6.2% | -6.1% | +12.3% | +5.1% |
| 3M | +12.4% | +6.2% | +6.2% | +14.4% |
| 6M | +9.0% | -11.2% | +20.2% | +4.3% |
| All | +9.0% | -13.6% | +22.6% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling