+5,556.5%
CNQ vs EFX
+1,417.5%
+4,139.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.8% |
| 7D | +0.1% | -4.5% | +4.7% | +1.9% |
| 30D | +6.2% | -6.1% | +12.3% | +8.3% |
| 3M | +12.4% | +6.2% | +6.2% | +7.9% |
| 6M | +9.0% | -11.2% | +20.2% | +11.0% |
| YTD | +52.2% | -21.4% | +73.6% | +60.8% |
| 1Y | +65.0% | -34.3% | +99.3% | +87.0% |
| 3Y | +78.8% | -12.5% | +91.4% | +69.6% |
| 5Y | +286.0% | -35.6% | +321.5% | +301.8% |
| 10Y | +420.7% | +41.8% | +378.9% | +248.1% |
| All | +5,556.5% | +1,417.5% | +4,139.0% | +1,567.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling