+5,587.9%
CNQ vs FE
+482.7%
+5,105.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.7% | -1.7% | +1.0% | +0.1% |
| 30D | +6.7% | -1.3% | +8.0% | +7.2% |
| 3M | +12.8% | +0.6% | +12.2% | +12.2% |
| 6M | +13.3% | -6.8% | +20.2% | +16.4% |
| YTD | +53.1% | +6.4% | +46.6% | +47.8% |
| 1Y | +66.1% | +11.3% | +54.8% | +56.7% |
| 3Y | +75.4% | +47.1% | +28.4% | +42.1% |
| 5Y | +288.1% | +50.4% | +237.7% | +207.7% |
| 10Y | +423.6% | +114.7% | +308.9% | +228.2% |
| All | +5,587.9% | +482.7% | +5,105.2% | +3,160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling