+528.7%
FAST vs CNQ
+426.2%
+102.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -5.6% | +6.2% | -11.8% | -6.5% |
| 3M | +6.9% | +12.4% | -5.5% | +4.7% |
| 6M | +7.0% | +9.0% | -2.0% | +4.9% |
| YTD | +24.9% | +52.2% | -27.3% | +15.6% |
| 1Y | +6.5% | +65.0% | -58.6% | -3.0% |
| 3Y | +94.1% | +78.8% | +15.3% | +72.2% |
| 5Y | +107.7% | +286.0% | -178.3% | +57.8% |
| All | +528.7% | +426.2% | +102.5% | +325.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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