+5,646.7%
CNQ vs FLR
+579.2%
+5,067.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | +0.1% | -3.5% | +3.6% | +1.5% |
| 30D | +6.2% | +4.2% | +2.0% | +4.3% |
| 3M | +12.4% | +8.1% | +4.3% | +6.7% |
| 6M | +9.0% | +21.5% | -12.5% | -3.3% |
| YTD | +52.2% | +36.8% | +15.4% | +27.4% |
| 1Y | +65.0% | +31.2% | +33.8% | +38.3% |
| 3Y | +78.8% | +53.9% | +25.0% | +27.8% |
| 5Y | +286.0% | +243.0% | +42.9% | +86.0% |
| 10Y | +420.7% | +18.8% | +401.9% | +199.6% |
| All | +5,646.7% | +579.2% | +5,067.5% | +2,241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling