+391.3%
CNQ vs FND
+56.5%
+334.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +0.1% | -5.8% | +5.9% | +1.3% |
| 30D | +6.2% | -20.2% | +26.4% | +10.9% |
| 3M | +12.4% | -12.0% | +24.3% | +13.8% |
| 6M | +9.0% | -18.5% | +27.5% | +10.8% |
| YTD | +52.2% | -22.3% | +74.5% | +55.6% |
| 1Y | +65.0% | -47.6% | +112.7% | +84.7% |
| 3Y | +78.8% | -49.8% | +128.6% | +92.6% |
| 5Y | +286.0% | -63.0% | +348.9% | +327.0% |
| All | +391.3% | +56.5% | +334.8% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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