+272.1%
CNQ vs FIVE
+30.8%
+241.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.7% |
| 7D | +0.1% | -3.0% | +3.1% | +0.5% |
| 30D | +6.2% | +2.7% | +3.5% | +5.7% |
| 3M | +12.4% | +21.1% | -8.7% | +9.4% |
| 6M | +9.0% | +11.9% | -2.9% | +6.6% |
| YTD | +52.2% | +29.9% | +22.4% | +45.5% |
| 1Y | +65.0% | +67.8% | -2.8% | +51.8% |
| 3Y | +78.8% | +52.8% | +26.1% | +59.0% |
| All | +272.1% | +30.8% | +241.3% | +246.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling