+78.8%
CNQ vs ET
+96.2%
-17.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | +0.1% |
| 7D | +0.1% | +0.2% | -0.1% | -0.1% |
| 30D | +6.2% | +2.9% | +3.3% | +3.9% |
| 3M | +12.4% | +16.8% | -4.4% | +0.1% |
| 6M | +9.0% | +18.9% | -9.9% | -3.8% |
| YTD | +52.2% | +37.7% | +14.5% | +21.1% |
| 1Y | +65.0% | +32.4% | +32.6% | +34.9% |
| 3Y | +78.8% | +99.5% | -20.6% | -10.5% |
| All | +78.8% | +96.2% | -17.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling