+415.5%
CNQ vs CFG
+316.8%
+98.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | +6.2% | -4.6% | +10.8% | +8.4% |
| 3M | +12.4% | +6.7% | +5.7% | +8.1% |
| 6M | +9.0% | +22.1% | -13.1% | -2.6% |
| YTD | +52.2% | +23.2% | +29.0% | +34.5% |
| 1Y | +65.0% | +40.3% | +24.8% | +35.8% |
| 3Y | +78.8% | +187.9% | -109.0% | -4.0% |
| 5Y | +286.0% | +102.0% | +184.0% | +137.3% |
| All | +415.5% | +316.8% | +98.7% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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