+78.8%
CNQ vs FFIV
+155.7%
-76.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.1% |
| 7D | +0.1% | +5.4% | -5.3% | -0.8% |
| 30D | +6.2% | -2.7% | +8.9% | +6.6% |
| 3M | +12.4% | +4.5% | +7.8% | +10.9% |
| 6M | +9.0% | +42.2% | -33.2% | +0.9% |
| YTD | +52.2% | +61.3% | -9.1% | +36.3% |
| 1Y | +65.0% | +23.0% | +42.0% | +58.8% |
| 3Y | +78.8% | +156.3% | -77.4% | +40.4% |
| All | +78.8% | +155.7% | -76.9% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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