+65.0%
CNQ vs ESI
+34.2%
+30.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.5% |
| 7D | +0.1% | -4.6% | +4.8% | -0.2% |
| 30D | +6.2% | -10.5% | +16.7% | +5.4% |
| 3M | +12.4% | -19.8% | +32.2% | +11.0% |
| 6M | +9.0% | +5.8% | +3.2% | +9.2% |
| YTD | +52.2% | +38.3% | +13.9% | +49.4% |
| 1Y | +65.0% | +31.5% | +33.5% | +63.5% |
| All | +65.0% | +34.2% | +30.9% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling