+842.3%
EEM vs CNQ
+4,525.6%
-3,683.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +2.1% | +6.2% | -4.1% | -0.2% |
| 3M | +1.0% | +12.4% | -11.3% | -3.9% |
| 6M | +15.9% | +9.0% | +6.9% | +10.3% |
| YTD | +24.6% | +52.2% | -27.6% | +4.3% |
| 1Y | +32.3% | +65.0% | -32.8% | +7.1% |
| 3Y | +85.9% | +78.8% | +7.1% | +41.8% |
| 5Y | +45.4% | +286.0% | -240.6% | -21.3% |
| 10Y | +130.1% | +420.7% | -290.6% | -9.0% |
| All | +842.3% | +4,525.6% | -3,683.3% | +107.4% |
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