+62.8%
CNQ vs FRMI
-93.1%
+156.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -10.6% | +3.2% | -7.2% |
| 7D | -9.4% | -39.7% | +30.3% | -8.9% |
| 30D | +2.8% | -55.2% | +57.9% | +3.5% |
| 3M | +8.5% | -71.2% | +79.6% | +9.6% |
| 6M | +6.4% | -64.1% | +70.5% | +5.8% |
| YTD | +50.9% | -77.2% | +128.2% | +52.0% |
| 1Y | +62.8% | -93.2% | +156.0% | +69.5% |
| All | +62.8% | -93.1% | +156.0% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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