+78.8%
CNQ vs ELF
-29.5%
+108.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | +0.1% | -11.6% | +11.8% | +0.7% |
| 30D | +6.2% | +4.6% | +1.6% | +5.9% |
| 3M | +12.4% | +59.7% | -47.3% | +9.3% |
| 6M | +9.0% | +21.2% | -12.2% | +7.7% |
| YTD | +52.2% | +27.4% | +24.8% | +49.4% |
| 1Y | +65.0% | -29.8% | +94.8% | +68.0% |
| 3Y | +78.8% | -28.5% | +107.3% | +74.1% |
| All | +78.8% | -29.5% | +108.3% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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