+416.5%
CNQ vs FTV
+83.2%
+333.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +0.1% | -4.0% | +4.1% | +2.5% |
| 30D | +6.2% | -11.0% | +17.2% | +13.4% |
| 3M | +12.4% | -8.4% | +20.8% | +16.7% |
| 6M | +9.0% | -2.6% | +11.6% | +7.6% |
| YTD | +52.2% | -0.6% | +52.8% | +46.8% |
| 1Y | +65.0% | +11.0% | +54.1% | +47.4% |
| 3Y | +78.8% | -6.3% | +85.2% | +72.3% |
| 5Y | +286.0% | -1.5% | +287.5% | +247.7% |
| 10Y | +420.7% | +78.8% | +341.9% | +226.4% |
| All | +416.5% | +83.2% | +333.3% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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