+448.9%
CNQ vs FOXA
+92.4%
+356.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -1.0% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +6.2% | +5.0% | +1.2% | +3.7% |
| 3M | +12.4% | -3.0% | +15.4% | +12.1% |
| 6M | +9.0% | +14.8% | -5.7% | +0.3% |
| YTD | +52.2% | -8.9% | +61.1% | +54.2% |
| 1Y | +65.0% | +13.3% | +51.7% | +50.1% |
| 3Y | +78.8% | +115.4% | -36.6% | +15.0% |
| 5Y | +286.0% | +95.3% | +190.7% | +152.8% |
| All | +448.9% | +92.4% | +356.5% | +215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling