+5,556.5%
CNQ vs EME
+13,762.7%
-8,206.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -2.6% |
| 7D | +0.1% | +3.5% | -3.4% | -1.6% |
| 30D | +6.2% | -6.3% | +12.5% | +9.1% |
| 3M | +12.4% | -3.8% | +16.1% | +11.7% |
| 6M | +9.0% | +8.5% | +0.5% | +0.7% |
| YTD | +52.2% | +27.8% | +24.4% | +28.4% |
| 1Y | +65.0% | +22.2% | +42.8% | +39.0% |
| 3Y | +78.8% | +253.5% | -174.6% | -18.7% |
| 5Y | +286.0% | +578.6% | -292.7% | +21.1% |
| 10Y | +420.7% | +1,355.6% | -934.8% | +11.2% |
| All | +5,556.5% | +13,762.7% | -8,206.2% | +513.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling