+79.8%
CNQ vs CF
+71.9%
+8.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.2% |
| 7D | -0.7% | -2.0% | +1.3% | +0.1% |
| 30D | +6.7% | +15.3% | -8.6% | +0.8% |
| 3M | +12.8% | +24.3% | -11.5% | +3.4% |
| 6M | +13.3% | +23.9% | -10.6% | +3.1% |
| YTD | +53.1% | +77.3% | -24.2% | +21.7% |
| 1Y | +66.1% | +58.7% | +7.4% | +36.9% |
| All | +79.8% | +71.9% | +8.0% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling