+416.8%
CNQ vs EMB
+129.4%
+287.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.3% |
| 7D | -0.8% | -1.2% | +0.4% | +0.7% |
| 30D | +5.3% | -1.3% | +6.5% | +6.8% |
| 3M | +11.4% | -1.8% | +13.2% | +13.4% |
| 6M | +8.1% | +0.2% | +7.9% | +6.7% |
| YTD | +50.9% | +0.4% | +50.5% | +48.6% |
| 1Y | +63.6% | +2.8% | +60.7% | +56.2% |
| 3Y | +77.2% | +29.1% | +48.1% | +26.7% |
| 5Y | +282.5% | +6.3% | +276.3% | +250.9% |
| 10Y | +416.1% | +29.6% | +386.5% | +304.5% |
| All | +416.8% | +129.4% | +287.5% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling