+415.5%
CNQ vs FICO
+671.2%
-255.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -1.2% |
| 7D | +0.1% | +5.7% | -5.6% | -1.4% |
| 30D | +6.2% | -5.6% | +11.8% | +6.9% |
| 3M | +12.4% | -16.9% | +29.2% | +15.6% |
| 6M | +9.0% | -15.4% | +24.5% | +9.6% |
| YTD | +52.2% | -41.7% | +93.9% | +70.3% |
| 1Y | +65.0% | -38.3% | +103.3% | +78.5% |
| 3Y | +78.8% | +8.9% | +69.9% | +43.6% |
| 5Y | +286.0% | +118.3% | +167.7% | +113.7% |
| All | +415.5% | +671.2% | -255.7% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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