+272.1%
CNQ vs EMB
+6.3%
+265.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.1% | -1.2% | +1.3% | +0.9% |
| 30D | +6.2% | -1.3% | +7.5% | +7.0% |
| 3M | +12.4% | -1.8% | +14.1% | +13.5% |
| 6M | +9.0% | +0.2% | +8.8% | +8.2% |
| YTD | +52.2% | +0.4% | +51.8% | +50.9% |
| 1Y | +65.0% | +2.8% | +62.2% | +60.3% |
| 3Y | +78.8% | +29.1% | +49.7% | +46.1% |
| All | +272.1% | +6.3% | +265.7% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling