+4,099.5%
FAST vs CNQ
+5,523.4%
-1,424.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +1.8% | -0.9% | +2.7% | +2.0% |
| 30D | -6.4% | +8.7% | -15.1% | -8.2% |
| 3M | +5.3% | +15.8% | -10.5% | +1.5% |
| 6M | +5.4% | +13.3% | -7.9% | +1.5% |
| YTD | +23.6% | +54.7% | -31.1% | +10.7% |
| 1Y | +4.1% | +69.5% | -65.5% | -8.9% |
| 3Y | +92.4% | +77.3% | +15.0% | +63.5% |
| 5Y | +106.1% | +290.3% | -184.3% | +41.4% |
| 10Y | +524.1% | +429.3% | +94.8% | +255.0% |
| All | +4,099.5% | +5,523.4% | -1,424.0% | +1,378.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling