+415.5%
CNQ vs FTI
+305.3%
+110.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | +0.1% | -4.4% | +4.5% | +2.5% |
| 30D | +6.2% | +1.5% | +4.7% | +5.3% |
| 3M | +12.4% | +8.2% | +4.2% | +7.3% |
| 6M | +9.0% | +18.8% | -9.8% | -1.4% |
| YTD | +52.2% | +71.7% | -19.5% | +12.9% |
| 1Y | +65.0% | +90.0% | -25.0% | +15.2% |
| 3Y | +78.8% | +270.5% | -191.7% | -16.2% |
| 5Y | +286.0% | +1,084.5% | -798.6% | -11.1% |
| All | +415.5% | +305.3% | +110.2% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling