+5,587.9%
CNQ vs ES
+641.3%
+4,946.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.2% |
| 7D | -0.7% | -3.5% | +2.8% | +0.8% |
| 30D | +6.7% | -3.0% | +9.7% | +8.0% |
| 3M | +12.8% | -0.3% | +13.1% | +12.5% |
| 6M | +13.3% | -5.2% | +18.5% | +14.9% |
| YTD | +53.1% | +4.8% | +48.3% | +48.5% |
| 1Y | +66.1% | +12.7% | +53.3% | +54.3% |
| 3Y | +75.4% | +27.5% | +47.9% | +49.2% |
| 5Y | +288.1% | -4.7% | +292.8% | +272.8% |
| 10Y | +423.6% | +83.6% | +340.0% | +229.6% |
| All | +5,587.9% | +641.3% | +4,946.7% | +1,635.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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