+417.1%
CNQ vs ELF
+303.8%
+113.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | +0.1% | -11.6% | +11.8% | +1.8% |
| 30D | +6.2% | +4.6% | +1.6% | +5.3% |
| 3M | +12.4% | +59.7% | -47.3% | +4.1% |
| 6M | +9.0% | +21.2% | -12.2% | +4.4% |
| YTD | +52.2% | +27.4% | +24.8% | +43.7% |
| 1Y | +65.0% | -29.8% | +94.8% | +68.4% |
| 3Y | +78.8% | -28.5% | +107.3% | +66.9% |
| 5Y | +286.0% | +220.0% | +65.9% | +141.3% |
| All | +417.1% | +303.8% | +113.3% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling