+5,599.1%
CNQ vs FICO
+6,818.4%
-1,219.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -1.8% | -15.4% | +13.7% | +3.1% |
| 30D | +11.8% | -10.4% | +22.2% | +14.7% |
| 3M | +11.1% | -22.7% | +33.8% | +17.8% |
| 6M | +12.1% | -36.8% | +48.9% | +23.9% |
| YTD | +53.4% | -44.8% | +98.2% | +76.4% |
| 1Y | +71.4% | -39.3% | +110.7% | +87.6% |
| 3Y | +75.8% | +3.7% | +72.0% | +48.2% |
| 5Y | +286.0% | +101.7% | +184.3% | +138.5% |
| 10Y | +400.8% | +602.8% | -202.0% | +91.3% |
| All | +5,599.1% | +6,818.4% | -1,219.2% | +839.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling