+673.0%
CNQ vs CF
+5,992.8%
-5,319.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.5% |
| 7D | -1.8% | -0.9% | -0.8% | -1.4% |
| 30D | +11.8% | +18.1% | -6.2% | +3.1% |
| 3M | +11.1% | +23.4% | -12.2% | +0.2% |
| 6M | +12.1% | +17.1% | -5.0% | +2.0% |
| YTD | +53.4% | +76.2% | -22.9% | +14.4% |
| 1Y | +71.4% | +62.3% | +9.1% | +32.3% |
| 3Y | +75.8% | +71.8% | +4.0% | +27.7% |
| 5Y | +286.0% | +234.6% | +51.4% | +90.4% |
| 10Y | +400.8% | +574.3% | -173.5% | +69.9% |
| All | +673.0% | +5,992.8% | -5,319.8% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling