+78.8%
CNQ vs FDS
-37.4%
+116.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.5% |
| 7D | +0.1% | -14.0% | +14.1% | +0.5% |
| 30D | +6.2% | -6.2% | +12.4% | +6.3% |
| 3M | +12.4% | +10.2% | +2.2% | +11.6% |
| 6M | +9.0% | +27.4% | -18.4% | +7.0% |
| YTD | +52.2% | -9.3% | +61.5% | +53.9% |
| 1Y | +65.0% | -28.6% | +93.7% | +72.6% |
| 3Y | +78.8% | -36.8% | +115.7% | +91.7% |
| All | +78.8% | -37.4% | +116.2% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling