+415.5%
CNQ vs EL
+26.1%
+389.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.7% |
| 7D | +0.1% | -6.5% | +6.6% | +1.8% |
| 30D | +6.2% | +11.1% | -4.9% | +2.7% |
| 3M | +12.4% | +10.7% | +1.7% | +8.4% |
| 6M | +9.0% | +6.9% | +2.2% | +4.7% |
| YTD | +52.2% | -6.3% | +58.5% | +50.1% |
| 1Y | +65.0% | +13.5% | +51.6% | +51.9% |
| 3Y | +78.8% | -33.1% | +111.9% | +83.3% |
| 5Y | +286.0% | -68.8% | +354.7% | +440.7% |
| All | +415.5% | +26.1% | +389.4% | +329.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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