+439.6%
CNQ vs ESI
+209.6%
+230.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | +0.1% | -4.6% | +4.8% | +1.8% |
| 30D | +6.2% | -10.5% | +16.7% | +10.1% |
| 3M | +12.4% | -19.8% | +32.2% | +19.6% |
| 6M | +9.0% | +5.8% | +3.2% | +2.2% |
| YTD | +52.2% | +38.3% | +13.9% | +27.3% |
| 1Y | +65.0% | +31.5% | +33.5% | +39.6% |
| 3Y | +78.8% | +80.7% | -1.8% | +28.8% |
| 5Y | +286.0% | +69.4% | +216.6% | +176.7% |
| 10Y | +420.7% | +303.8% | +116.9% | +157.6% |
| All | +439.6% | +209.6% | +230.1% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling