+524.2%
CNQ vs FIVE
+848.6%
-324.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.5% |
| 7D | -0.9% | +1.7% | -2.5% | -1.3% |
| 30D | +8.7% | +5.0% | +3.7% | +7.3% |
| 3M | +15.8% | +29.5% | -13.7% | +8.9% |
| 6M | +13.3% | +12.4% | +0.8% | +8.7% |
| YTD | +54.7% | +31.2% | +23.5% | +43.1% |
| 1Y | +69.5% | +72.9% | -3.3% | +46.6% |
| 3Y | +77.3% | +53.0% | +24.3% | +48.0% |
| 5Y | +290.3% | +34.2% | +256.2% | +222.6% |
| 10Y | +429.3% | +497.6% | -68.4% | +213.1% |
| All | +524.2% | +848.6% | -324.5% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling