+411.5%
CNQ vs FN
+3,701.9%
-3,290.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | -1.8% | +3.5% | -5.3% | -2.4% |
| 30D | +11.8% | -26.0% | +37.8% | +17.0% |
| 3M | +11.1% | -33.3% | +44.4% | +17.3% |
| 6M | +12.1% | -14.9% | +27.0% | +10.9% |
| YTD | +53.4% | -8.6% | +61.9% | +47.8% |
| 1Y | +71.4% | +12.3% | +59.1% | +56.8% |
| 3Y | +75.8% | +174.4% | -98.6% | +24.1% |
| 5Y | +286.0% | +296.4% | -10.4% | +140.0% |
| 10Y | +400.8% | +890.0% | -489.3% | +148.9% |
| All | +411.5% | +3,701.9% | -3,290.5% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling