+900.9%
EMR vs CNQ
+5,432.5%
-4,531.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.1% | +2.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -6.8% | +6.2% | -13.0% | -8.7% |
| 3M | +7.5% | +12.4% | -4.9% | +2.7% |
| 6M | +9.9% | +9.0% | +0.8% | +4.8% |
| YTD | +16.0% | +52.2% | -36.2% | -1.3% |
| 1Y | +12.4% | +65.0% | -52.6% | -7.1% |
| 3Y | +60.2% | +78.8% | -18.6% | +26.8% |
| 5Y | +67.9% | +286.0% | -218.1% | -0.1% |
| 10Y | +282.0% | +420.7% | -138.7% | +85.3% |
| All | +900.9% | +5,432.5% | -4,531.6% | +189.6% |
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