+252.7%
ECHO vs CNQ
+398.7%
-146.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +0.7% | +6.2% | -5.5% | -1.0% |
| 3M | -27.3% | +12.4% | -39.7% | -29.9% |
| 6M | -17.0% | +9.0% | -26.0% | -19.7% |
| YTD | -14.3% | +52.2% | -66.5% | -24.5% |
| 1Y | +20.9% | +65.0% | -44.1% | +3.7% |
| 3Y | +423.0% | +78.8% | +344.1% | +328.4% |
| 5Y | +265.7% | +286.0% | -20.3% | +134.0% |
| 10Y | +197.1% | +420.7% | -223.7% | +56.2% |
| All | +252.7% | +398.7% | -146.0% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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