+415.5%
CNQ vs FLR
+19.7%
+395.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | +0.1% | -3.5% | +3.6% | +1.1% |
| 30D | +6.2% | +4.2% | +2.0% | +4.8% |
| 3M | +12.4% | +8.1% | +4.3% | +8.4% |
| 6M | +9.0% | +21.5% | -12.5% | +0.1% |
| YTD | +52.2% | +36.8% | +15.4% | +33.9% |
| 1Y | +65.0% | +31.2% | +33.8% | +45.4% |
| 3Y | +78.8% | +53.9% | +25.0% | +40.2% |
| 5Y | +286.0% | +243.0% | +42.9% | +127.8% |
| All | +415.5% | +19.7% | +395.8% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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