+62.8%
CNQ vs ELV
+42.6%
+20.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.9% | -12.3% | -7.0% |
| 7D | -9.4% | +4.8% | -14.2% | -9.1% |
| 30D | +2.8% | +10.1% | -7.3% | +3.4% |
| 3M | +8.5% | +15.4% | -6.9% | +9.5% |
| 6M | +6.4% | +17.7% | -11.3% | +7.7% |
| YTD | +50.9% | +25.7% | +25.2% | +54.5% |
| 1Y | +62.8% | +39.9% | +23.0% | +70.4% |
| All | +62.8% | +42.6% | +20.2% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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