+45.3%
FCX vs CNQ
+60.9%
-15.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.5% | -6.1% | -7.6% |
| 7D | -12.5% | -11.2% | -1.3% | -13.4% |
| 30D | -20.0% | +1.7% | -21.7% | -19.9% |
| 3M | -16.4% | +10.3% | -26.7% | -15.4% |
| 6M | +0.8% | +4.3% | -3.4% | +0.9% |
| YTD | +15.1% | +48.7% | -33.7% | +8.7% |
| 1Y | +45.3% | +57.9% | -12.6% | +33.2% |
| All | +45.3% | +60.9% | -15.5% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling