+78.8%
CNQ vs EIX
-7.1%
+86.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | +0.1% | -1.4% | +1.5% | +0.3% |
| 30D | +6.2% | -19.3% | +25.5% | +8.3% |
| 3M | +12.4% | -21.7% | +34.0% | +15.0% |
| 6M | +9.0% | -19.8% | +28.8% | +10.8% |
| YTD | +52.2% | -3.0% | +55.3% | +48.2% |
| 1Y | +65.0% | +5.1% | +59.9% | +57.8% |
| 3Y | +78.8% | -7.0% | +85.8% | +73.1% |
| All | +78.8% | -7.1% | +86.0% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling