+5,556.5%
CNQ vs ETR
+1,927.9%
+3,628.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.1% | -1.8% | +1.9% | +1.0% |
| 30D | +6.2% | -1.8% | +8.0% | +7.1% |
| 3M | +12.4% | -3.6% | +15.9% | +14.1% |
| 6M | +9.0% | +2.6% | +6.4% | +6.7% |
| YTD | +52.2% | +16.0% | +36.2% | +39.9% |
| 1Y | +65.0% | +20.1% | +44.9% | +48.6% |
| 3Y | +78.8% | +143.6% | -64.7% | +7.4% |
| 5Y | +286.0% | +124.4% | +161.6% | +137.9% |
| 10Y | +420.7% | +295.4% | +125.4% | +129.9% |
| All | +5,556.5% | +1,927.9% | +3,628.6% | +1,696.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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