-58.5%
FIG vs CNQ
+66.7%
-125.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.3% | +4.8% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -2.3% | +6.2% | -8.5% | -2.3% |
| 3M | +20.0% | +12.4% | +7.6% | +19.2% |
| 6M | -16.7% | +9.0% | -25.7% | -16.7% |
| YTD | -37.9% | +52.2% | -90.1% | -39.7% |
| 1Y | -58.5% | +65.0% | -123.6% | -60.7% |
| All | -58.5% | +66.7% | -125.2% | -60.7% |
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