+151.1%
CNQ vs FGI
-69.8%
+220.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | -1.8% | +5.2% | -6.9% | -1.8% |
| 30D | +11.8% | +65.2% | -53.4% | +10.7% |
| 3M | +11.1% | +30.2% | -19.0% | +10.2% |
| 6M | +12.1% | +87.8% | -75.7% | +9.2% |
| YTD | +53.4% | +32.5% | +20.9% | +50.6% |
| 1Y | +71.4% | +93.6% | -22.2% | +62.3% |
| 3Y | +75.8% | -2.6% | +78.4% | +67.0% |
| All | +151.1% | -69.8% | +220.9% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling