+65.0%
CNQ vs FTI
+89.7%
-24.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | +0.1% | -4.4% | +4.5% | +1.9% |
| 30D | +6.2% | +1.5% | +4.7% | +5.5% |
| 3M | +12.4% | +8.2% | +4.2% | +8.4% |
| 6M | +9.0% | +18.8% | -9.8% | +2.7% |
| YTD | +52.2% | +71.7% | -19.5% | +27.2% |
| 1Y | +65.0% | +90.0% | -25.0% | +31.0% |
| All | +65.0% | +89.7% | -24.6% | +31.0% |
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