+272.1%
CNQ vs ELAN
-30.9%
+303.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.7% |
| 7D | +0.1% | -5.4% | +5.5% | +0.7% |
| 30D | +6.2% | +4.7% | +1.5% | +5.6% |
| 3M | +12.4% | -3.7% | +16.0% | +12.5% |
| 6M | +9.0% | -1.2% | +10.2% | +8.0% |
| YTD | +52.2% | +2.4% | +49.8% | +49.8% |
| 1Y | +65.0% | +23.4% | +41.7% | +57.4% |
| 3Y | +78.8% | +96.7% | -17.8% | +49.9% |
| All | +272.1% | -30.9% | +303.0% | +293.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling