+66.1%
CNQ vs FICO
-37.5%
+103.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -1.1% |
| 7D | -0.7% | -14.1% | +13.5% | -1.0% |
| 30D | +6.7% | -7.5% | +14.2% | +6.6% |
| 3M | +12.8% | -21.3% | +34.1% | +12.3% |
| 6M | +13.3% | -25.2% | +38.6% | +13.4% |
| YTD | +53.1% | -43.2% | +96.2% | +54.3% |
| 1Y | +66.1% | -37.2% | +103.3% | +66.9% |
| All | +66.1% | -37.5% | +103.6% | +66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling