+415.5%
CNQ vs FANG
+182.5%
+233.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.4% |
| 7D | +0.1% | +2.9% | -2.8% | -1.6% |
| 30D | +6.2% | +2.6% | +3.6% | +4.6% |
| 3M | +12.4% | +7.6% | +4.8% | +7.6% |
| 6M | +9.0% | +17.3% | -8.3% | -1.1% |
| YTD | +52.2% | +38.7% | +13.5% | +25.0% |
| 1Y | +65.0% | +51.6% | +13.4% | +28.1% |
| 3Y | +78.8% | +50.0% | +28.9% | +37.2% |
| 5Y | +286.0% | +237.6% | +48.4% | +83.7% |
| All | +415.5% | +182.5% | +233.0% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling