+58.7%
CNQ vs FANG
+32.3%
+26.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.5% |
| 7D | -13.5% | -15.6% | +2.1% | -2.3% |
| 30D | +2.2% | -2.9% | +5.2% | +4.4% |
| 3M | +7.8% | -5.1% | +12.9% | +11.3% |
| 6M | +8.5% | -7.3% | +15.8% | +13.5% |
| YTD | +47.6% | +21.1% | +26.5% | +26.5% |
| 1Y | +58.7% | +30.2% | +28.5% | +31.6% |
| All | +58.7% | +32.3% | +26.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling