-14.4%
ETN vs CNQ
+60.9%
-75.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.5% | -5.9% | -7.4% |
| 7D | -16.9% | -11.2% | -5.7% | -17.3% |
| 30D | -26.5% | +1.7% | -28.2% | -25.9% |
| 3M | -26.7% | +10.3% | -37.0% | -25.8% |
| 6M | -20.0% | +4.3% | -24.2% | -18.8% |
| YTD | +3.5% | +48.7% | -45.2% | -3.2% |
| 1Y | -14.4% | +57.9% | -72.4% | -21.1% |
| All | -14.4% | +60.9% | -75.3% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling