+415.5%
CNQ vs CF
+595.8%
-180.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | +0.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +6.2% | +11.5% | -5.3% | +0.3% |
| 3M | +12.4% | +25.5% | -13.2% | -0.3% |
| 6M | +9.0% | +11.8% | -2.8% | +1.0% |
| YTD | +52.2% | +74.6% | -22.4% | +11.4% |
| 1Y | +65.0% | +57.7% | +7.3% | +26.5% |
| 3Y | +78.8% | +74.2% | +4.6% | +25.0% |
| 5Y | +286.0% | +223.8% | +62.2% | +72.7% |
| All | +415.5% | +595.8% | -180.3% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling