+5,520.4%
CNQ vs FICO
+5,238.6%
+281.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +2.5% | +2.2% | +0.3% | +1.7% |
| 30D | -4.0% | +0.1% | -4.1% | -4.5% |
| 3M | +5.5% | -35.2% | +40.6% | +16.6% |
| 6M | +7.5% | -32.4% | +39.8% | +14.8% |
| YTD | +51.2% | -57.4% | +108.6% | +83.5% |
| 1Y | +57.3% | -58.5% | +115.8% | +92.1% |
| 3Y | +71.0% | -28.9% | +99.8% | +59.5% |
| 5Y | +206.1% | +91.7% | +114.4% | +84.1% |
| 10Y | +416.2% | +531.9% | -115.7% | +97.0% |
| All | +5,520.4% | +5,238.6% | +281.7% | +877.6% |
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 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