+5,587.9%
CNQ vs FFIV
+1,740.0%
+3,847.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -0.7% | +1.6% | -2.3% | -0.9% |
| 30D | +6.7% | -3.7% | +10.4% | +7.2% |
| 3M | +12.8% | +2.0% | +10.8% | +12.1% |
| 6M | +13.3% | +39.3% | -25.9% | +7.1% |
| YTD | +53.1% | +56.1% | -3.1% | +41.8% |
| 1Y | +66.1% | +22.0% | +44.1% | +59.3% |
| 3Y | +75.4% | +148.2% | -72.8% | +50.1% |
| 5Y | +288.1% | +96.3% | +191.8% | +240.9% |
| 10Y | +423.6% | +237.6% | +186.1% | +326.7% |
| All | +5,587.9% | +1,740.0% | +3,847.9% | +3,907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling