+388.2%
EFA vs CNQ
+5,193.5%
-4,805.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -1.7% | +6.2% | -7.9% | -3.4% |
| 3M | +3.5% | +12.4% | -8.9% | -0.4% |
| 6M | +9.5% | +9.0% | +0.5% | +5.5% |
| YTD | +12.9% | +52.2% | -39.3% | -1.6% |
| 1Y | +18.2% | +65.0% | -46.8% | +0.4% |
| 3Y | +64.8% | +78.8% | -14.0% | +33.8% |
| 5Y | +53.9% | +286.0% | -232.1% | -3.5% |
| 10Y | +144.8% | +420.7% | -276.0% | +22.1% |
| All | +388.2% | +5,193.5% | -4,805.3% | +26.8% |
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