+415.5%
CNQ vs ESI
+312.8%
+102.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | +0.1% | -4.6% | +4.8% | +1.9% |
| 30D | +6.2% | -10.5% | +16.7% | +10.5% |
| 3M | +12.4% | -19.8% | +32.2% | +20.3% |
| 6M | +9.0% | +5.8% | +3.2% | +1.0% |
| YTD | +52.2% | +38.3% | +13.9% | +23.5% |
| 1Y | +65.0% | +31.5% | +33.5% | +35.6% |
| 3Y | +78.8% | +80.7% | -1.8% | +20.6% |
| 5Y | +286.0% | +69.4% | +216.6% | +156.9% |
| All | +415.5% | +312.8% | +102.7% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling