+65.0%
CNQ vs FIGR
-3.1%
+68.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.1% | -0.7% |
| 7D | +0.1% | -3.0% | +3.1% | 0.0% |
| 30D | +6.2% | +13.7% | -7.5% | +6.9% |
| 3M | +12.4% | +23.9% | -11.5% | +13.7% |
| 6M | +9.0% | -8.4% | +17.5% | +9.8% |
| YTD | +52.2% | -14.6% | +66.8% | +51.7% |
| 1Y | +65.0% | +12.1% | +52.9% | +62.8% |
| All | +65.0% | -3.1% | +68.2% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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