+415.2%
CNQ vs USFR
+27.7%
+387.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +6.2% | +0.4% | +5.8% | +5.9% |
| 3M | +12.4% | +1.0% | +11.3% | +11.6% |
| 6M | +9.0% | +2.0% | +7.0% | +7.6% |
| YTD | +52.2% | +2.8% | +49.5% | +49.5% |
| 1Y | +65.0% | +4.1% | +60.9% | +60.7% |
| 3Y | +78.8% | +14.1% | +64.7% | +63.8% |
| 5Y | +286.0% | +20.6% | +265.4% | +239.4% |
| 10Y | +420.7% | +28.1% | +392.6% | +338.6% |
| All | +415.2% | +27.7% | +387.5% | +338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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