+57.9%
CNQ vs ELAN
+3.3%
+54.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +5.0% | -2.4% |
| 7D | -11.2% | +1.9% | -13.1% | -10.8% |
| 30D | +1.7% | +5.3% | -3.6% | +2.6% |
| 3M | +10.3% | -9.7% | +20.0% | +9.0% |
| 6M | +4.3% | +3.0% | +1.3% | +6.7% |
| YTD | +48.7% | +4.6% | +44.1% | +55.4% |
| 1Y | +57.9% | +9.6% | +48.3% | +66.9% |
| All | +57.9% | +3.3% | +54.6% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling