+404.4%
CNQ vs FN
+2,895.3%
-2,490.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.3% | +8.6% | +2.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.1% |
| 30D | -4.0% | -16.5% | +12.5% | -2.1% |
| 3M | +5.5% | -42.1% | +47.6% | +13.3% |
| 6M | +7.5% | -52.9% | +60.4% | +18.1% |
| YTD | +51.2% | -28.0% | +79.2% | +49.2% |
| 1Y | +57.3% | -18.5% | +75.8% | +50.6% |
| 3Y | +71.0% | +93.9% | -22.9% | +27.2% |
| 5Y | +206.1% | +170.5% | +35.6% | +102.3% |
| 10Y | +416.2% | +704.1% | -287.9% | +162.0% |
| All | +404.4% | +2,895.3% | -2,490.9% | +96.6% |
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