+636.1%
EWT vs CNQ
+5,432.5%
-4,796.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | +4.5% | +6.2% | -1.7% | +2.8% |
| 3M | +8.3% | +12.4% | -4.1% | +4.5% |
| 6M | +54.2% | +9.0% | +45.2% | +49.0% |
| YTD | +74.6% | +52.2% | +22.4% | +54.0% |
| 1Y | +84.9% | +65.0% | +19.9% | +59.4% |
| 3Y | +197.5% | +78.8% | +118.7% | +147.2% |
| 5Y | +150.6% | +286.0% | -135.4% | +65.2% |
| 10Y | +516.1% | +420.7% | +95.3% | +229.8% |
| All | +636.1% | +5,432.5% | -4,796.4% | +146.0% |
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