+415.5%
CNQ vs EIX
+19.9%
+395.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.1% |
| 7D | +0.1% | -1.4% | +1.5% | +0.5% |
| 30D | +6.2% | -19.3% | +25.5% | +12.2% |
| 3M | +12.4% | -21.7% | +34.0% | +19.6% |
| 6M | +9.0% | -19.8% | +28.8% | +14.4% |
| YTD | +52.2% | -3.0% | +55.3% | +47.8% |
| 1Y | +65.0% | +5.1% | +59.9% | +54.5% |
| 3Y | +78.8% | -7.0% | +85.8% | +70.2% |
| 5Y | +286.0% | +22.0% | +263.9% | +221.2% |
| All | +415.5% | +19.9% | +395.6% | +317.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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