+78.8%
CNQ vs EL
-34.0%
+112.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.6% |
| 7D | +0.1% | -6.5% | +6.6% | +0.5% |
| 30D | +6.2% | +11.1% | -4.9% | +5.4% |
| 3M | +12.4% | +10.7% | +1.7% | +11.6% |
| 6M | +9.0% | +6.9% | +2.2% | +8.5% |
| YTD | +52.2% | -6.3% | +58.5% | +53.1% |
| 1Y | +65.0% | +13.5% | +51.6% | +62.0% |
| 3Y | +78.8% | -33.1% | +111.9% | +60.2% |
| All | +78.8% | -34.0% | +112.8% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling