+415.5%
CNQ vs FN
+954.1%
-538.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | +0.1% | +1.8% | -1.6% | -0.2% |
| 30D | +6.2% | -27.5% | +33.7% | +11.6% |
| 3M | +12.4% | -28.8% | +41.2% | +17.2% |
| 6M | +9.0% | -20.9% | +30.0% | +9.3% |
| YTD | +52.2% | -8.9% | +61.2% | +46.1% |
| 1Y | +65.0% | +14.5% | +50.6% | +48.9% |
| 3Y | +78.8% | +172.6% | -93.8% | +19.6% |
| 5Y | +286.0% | +300.6% | -14.6% | +116.0% |
| All | +415.5% | +954.1% | -538.6% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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