+1,311.2%
FERG vs CNQ
+387.2%
+924.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -8.9% | +6.2% | -15.1% | -9.4% |
| 3M | -2.0% | +12.4% | -14.4% | -3.1% |
| 6M | -3.2% | +9.0% | -12.2% | -4.3% |
| YTD | +1.5% | +52.2% | -50.7% | -2.7% |
| 1Y | +0.5% | +65.0% | -64.6% | -4.5% |
| 3Y | +50.4% | +78.8% | -28.4% | +41.5% |
| 5Y | +68.7% | +286.0% | -217.3% | +51.2% |
| 10Y | +351.3% | +420.7% | -69.4% | +284.8% |
| All | +1,311.2% | +387.2% | +924.0% | +1,194.1% |
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