+149.2%
CNQ vs FGI
-66.8%
+215.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | +0.1% | +12.1% | -12.0% | 0.0% |
| 30D | +6.2% | +75.7% | -69.5% | +5.1% |
| 3M | +12.4% | +31.7% | -19.3% | +11.5% |
| 6M | +9.0% | +111.5% | -102.4% | +6.2% |
| YTD | +52.2% | +45.8% | +6.4% | +49.3% |
| 1Y | +65.0% | +112.5% | -47.5% | +56.2% |
| 3Y | +78.8% | +8.5% | +70.4% | +69.6% |
| All | +149.2% | -66.8% | +215.9% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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