-79.3%
FIG vs CNQ
+64.3%
-143.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | -0.9% | +0.6% | -1.5% | -0.9% |
| 30D | -5.9% | +5.8% | -11.8% | -6.1% |
| 3M | +29.0% | +13.3% | +15.7% | +27.4% |
| 6M | -8.1% | +6.9% | -15.0% | -8.5% |
| YTD | -36.0% | +53.0% | -89.0% | -39.7% |
| 1Y | -54.9% | +66.0% | -121.0% | -59.5% |
| All | -79.3% | +64.3% | -143.6% | -81.4% |
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 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