+272.1%
CNQ vs FDS
-29.0%
+301.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.4% |
| 7D | +0.1% | -14.0% | +14.1% | +1.9% |
| 30D | +6.2% | -6.2% | +12.4% | +6.9% |
| 3M | +12.4% | +10.2% | +2.2% | +10.0% |
| 6M | +9.0% | +27.4% | -18.4% | +3.3% |
| YTD | +52.2% | -9.3% | +61.5% | +54.2% |
| 1Y | +65.0% | -28.6% | +93.7% | +77.4% |
| 3Y | +78.8% | -36.8% | +115.7% | +94.8% |
| All | +272.1% | -29.0% | +301.1% | +282.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling