+5,795.5%
CNQ vs ELV
+2,525.7%
+3,269.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.1% | +3.2% | -3.1% | -1.0% |
| 30D | +6.2% | +5.4% | +0.8% | +4.2% |
| 3M | +12.4% | +5.4% | +7.0% | +9.6% |
| 6M | +9.0% | +45.7% | -36.7% | -5.4% |
| YTD | +52.2% | +21.2% | +31.0% | +39.2% |
| 1Y | +65.0% | +35.6% | +29.4% | +44.1% |
| 3Y | +78.8% | -2.0% | +80.8% | +68.3% |
| 5Y | +286.0% | +26.0% | +260.0% | +222.6% |
| 10Y | +420.7% | +278.7% | +142.0% | +187.8% |
| All | +5,795.5% | +2,525.7% | +3,269.9% | +2,038.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling