+11.4%
CNQ vs FCEL
-2.5%
+13.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -1.4% |
| 7D | -0.8% | +6.3% | -7.1% | -0.5% |
| 30D | +5.3% | -26.7% | +31.9% | +4.3% |
| 3M | +11.4% | -10.2% | +21.5% | +13.4% |
| All | +11.4% | -2.5% | +13.9% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 3mo: compounded portfolio wealth divided by compounded FCEL 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…
3mo analysis · Full analysis span regression · Available span rolling