+71.0%
CNQ vs FN
+96.4%
-25.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.3% | +8.6% | +1.7% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | -4.0% | -16.5% | +12.5% | -3.4% |
| 3M | +5.5% | -42.1% | +47.6% | +8.1% |
| 6M | +7.5% | -52.9% | +60.4% | +11.4% |
| YTD | +51.2% | -28.0% | +79.2% | +49.8% |
| 1Y | +57.3% | -18.5% | +75.8% | +53.5% |
| 3Y | +71.0% | +93.9% | -22.9% | +30.1% |
| All | +71.0% | +96.4% | -25.4% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling