+57.9%
CNQ vs FTI
+48.7%
+9.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.1% | +0.6% |
| 7D | -11.2% | -8.0% | -3.2% | -7.7% |
| 30D | +1.7% | -11.9% | +13.6% | +7.3% |
| 3M | +10.3% | -11.0% | +21.3% | +15.6% |
| 6M | +4.3% | -17.8% | +22.1% | +12.3% |
| YTD | +48.7% | +38.5% | +10.2% | +29.0% |
| 1Y | +57.9% | +45.9% | +12.0% | +34.6% |
| All | +57.9% | +48.7% | +9.2% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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