+60.2%
CNQ vs EME
-2.5%
+62.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -9.6% | +2.2% | -7.4% |
| 7D | -9.4% | -5.8% | -3.6% | -9.3% |
| 30D | +2.8% | -17.9% | +20.7% | +2.5% |
| 3M | +8.5% | -22.0% | +30.4% | +8.0% |
| 6M | +6.4% | -29.7% | +36.1% | +4.8% |
| YTD | +50.9% | +4.7% | +46.2% | +53.7% |
| All | +60.2% | -2.5% | +62.8% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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