+415.5%
CNQ vs FE
+114.2%
+301.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | +6.2% | -1.9% | +8.1% | +6.8% |
| 3M | +12.4% | -0.2% | +12.5% | +12.2% |
| 6M | +9.0% | -7.1% | +16.1% | +11.3% |
| YTD | +52.2% | +6.1% | +46.1% | +48.4% |
| 1Y | +65.0% | +10.1% | +55.0% | +58.6% |
| 3Y | +78.8% | +46.9% | +32.0% | +51.9% |
| 5Y | +286.0% | +50.0% | +236.0% | +223.7% |
| All | +415.5% | +114.2% | +301.3% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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