+290.3%
CNQ vs FICO
+112.3%
+178.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.5% | +0.5% |
| 7D | -0.9% | -10.6% | +9.7% | -0.2% |
| 30D | +8.7% | -6.3% | +15.0% | +9.0% |
| 3M | +15.8% | -19.7% | +35.6% | +17.2% |
| 6M | +13.3% | -31.8% | +45.0% | +16.1% |
| YTD | +54.7% | -41.8% | +96.6% | +61.3% |
| 1Y | +69.5% | -36.4% | +106.0% | +74.0% |
| 3Y | +77.3% | +9.3% | +68.1% | +63.2% |
| 5Y | +290.3% | +113.0% | +177.3% | +226.5% |
| All | +290.3% | +112.3% | +178.0% | +226.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling