+726.4%
CNQ vs EOSE
-60.6%
+787.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | +0.1% | +1.8% | -1.7% | 0.0% |
| 30D | +6.2% | -6.8% | +13.0% | +6.3% |
| 3M | +12.4% | -36.3% | +48.7% | +13.8% |
| 6M | +9.0% | -38.8% | +47.8% | +9.7% |
| YTD | +52.2% | -65.5% | +117.7% | +55.7% |
| 1Y | +65.0% | -45.3% | +110.3% | +63.1% |
| 3Y | +78.8% | +44.2% | +34.7% | +57.8% |
| 5Y | +286.0% | -69.5% | +355.5% | +250.0% |
| All | +726.4% | -60.6% | +787.0% | +694.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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