+78.8%
CNQ vs ELV
-2.1%
+81.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.5% |
| 7D | +0.1% | +3.2% | -3.1% | +0.2% |
| 30D | +6.2% | +5.4% | +0.8% | +6.3% |
| 3M | +12.4% | +5.4% | +7.0% | +12.5% |
| 6M | +9.0% | +45.7% | -36.7% | +9.4% |
| YTD | +52.2% | +21.2% | +31.0% | +52.4% |
| 1Y | +65.0% | +35.6% | +29.4% | +65.2% |
| 3Y | +78.8% | -2.0% | +80.8% | +75.4% |
| All | +78.8% | -2.1% | +81.0% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling