+415.5%
CNQ vs FHN
+128.3%
+287.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.1% | -1.2% | +1.3% | +0.6% |
| 30D | +6.2% | -4.8% | +11.0% | +8.2% |
| 3M | +12.4% | -0.7% | +13.1% | +12.2% |
| 6M | +9.0% | +10.6% | -1.6% | +3.4% |
| YTD | +52.2% | +4.6% | +47.6% | +47.1% |
| 1Y | +65.0% | +11.4% | +53.7% | +54.3% |
| 3Y | +78.8% | +132.3% | -53.4% | +15.4% |
| 5Y | +286.0% | +90.2% | +195.8% | +141.0% |
| All | +415.5% | +128.3% | +287.2% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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