+65.0%
CNQ vs FOXA
+16.6%
+48.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.5% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | +6.2% | +5.0% | +1.2% | +6.3% |
| 3M | +12.4% | -3.0% | +15.4% | +12.7% |
| 6M | +9.0% | +14.8% | -5.7% | +10.1% |
| YTD | +52.2% | -8.9% | +61.1% | +50.3% |
| 1Y | +65.0% | +13.3% | +51.7% | +63.5% |
| All | +65.0% | +16.6% | +48.5% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling