+415.5%
CNQ vs FIVE
+491.7%
-76.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.9% |
| 7D | +0.1% | -3.0% | +3.1% | +0.8% |
| 30D | +6.2% | +2.7% | +3.5% | +5.3% |
| 3M | +12.4% | +21.1% | -8.7% | +6.7% |
| 6M | +9.0% | +11.9% | -2.9% | +4.3% |
| YTD | +52.2% | +29.9% | +22.4% | +39.8% |
| 1Y | +65.0% | +67.8% | -2.8% | +41.3% |
| 3Y | +78.8% | +52.8% | +26.1% | +46.3% |
| 5Y | +286.0% | +31.3% | +254.7% | +213.7% |
| All | +415.5% | +491.7% | -76.2% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling