-51.7%
FIG vs CNQ
+61.9%
-113.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -7.4% | +12.6% | +4.3% |
| 7D | -4.7% | -9.4% | +4.8% | -5.7% |
| 30D | +0.5% | +2.8% | -2.2% | +0.3% |
| 3M | -18.4% | +8.5% | -26.9% | -17.8% |
| 6M | +10.9% | +6.4% | +4.5% | +11.6% |
| YTD | -40.8% | +50.9% | -91.7% | -33.8% |
| 1Y | -51.7% | +62.8% | -114.5% | -43.2% |
| All | -51.7% | +61.9% | -113.5% | -43.2% |
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