+5,556.5%
CNQ vs FHN
+195.3%
+5,361.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.1% | -1.2% | +1.3% | +0.5% |
| 30D | +6.2% | -4.8% | +11.0% | +7.8% |
| 3M | +12.4% | -0.7% | +13.1% | +12.2% |
| 6M | +9.0% | +10.6% | -1.6% | +4.5% |
| YTD | +52.2% | +4.6% | +47.6% | +48.2% |
| 1Y | +65.0% | +11.4% | +53.7% | +56.6% |
| 3Y | +78.8% | +132.3% | -53.4% | +28.5% |
| 5Y | +286.0% | +90.2% | +195.8% | +177.7% |
| 10Y | +420.7% | +127.4% | +293.3% | +241.9% |
| All | +5,556.5% | +195.3% | +5,361.3% | +3,591.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling