+6,470.7%
ETN vs CNQ
+5,432.5%
+1,038.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.5% | +4.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -7.5% | +6.2% | -13.7% | -9.4% |
| 3M | +8.3% | +12.4% | -4.0% | +3.7% |
| 6M | +20.2% | +9.0% | +11.2% | +15.1% |
| YTD | +34.7% | +52.2% | -17.5% | +15.5% |
| 1Y | +19.4% | +65.0% | -45.6% | -0.4% |
| 3Y | +85.5% | +78.8% | +6.7% | +48.0% |
| 5Y | +186.6% | +286.0% | -99.4% | +71.1% |
| 10Y | +724.7% | +420.7% | +304.0% | +291.4% |
| All | +6,470.7% | +5,432.5% | +1,038.2% | +1,647.9% |
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