+79.8%
CNQ vs FN
+164.5%
-84.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -0.9% |
| 7D | -0.7% | +2.3% | -2.9% | -0.8% |
| 30D | +6.7% | -23.2% | +29.9% | +8.1% |
| 3M | +12.8% | -30.4% | +43.2% | +14.7% |
| 6M | +13.3% | -25.6% | +38.9% | +14.0% |
| YTD | +53.1% | -11.3% | +64.3% | +50.9% |
| 1Y | +66.1% | +8.4% | +57.6% | +60.0% |
| All | +79.8% | +164.5% | -84.7% | +58.5% |
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