+4,541.6%
EW vs CNQ
+5,432.5%
-890.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | -9.3% | +6.2% | -15.5% | -10.1% |
| 3M | -1.6% | +12.4% | -14.0% | -3.4% |
| 6M | -0.8% | +9.0% | -9.9% | -2.6% |
| YTD | -1.0% | +52.2% | -53.2% | -7.4% |
| 1Y | +8.2% | +65.0% | -56.9% | -0.1% |
| 3Y | +12.7% | +78.8% | -66.2% | +1.5% |
| 5Y | -30.2% | +286.0% | -316.2% | -44.6% |
| 10Y | +120.9% | +420.7% | -299.9% | +56.8% |
| All | +4,541.6% | +5,432.5% | -890.9% | +2,617.0% |
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