-25.5%
FIS vs CNQ
+73.2%
-98.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.2% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -8.0% | +6.2% | -14.2% | -8.5% |
| 3M | +0.6% | +12.4% | -11.8% | -0.5% |
| 6M | -22.2% | +9.0% | -31.2% | -22.9% |
| YTD | -40.8% | +52.2% | -93.0% | -43.7% |
| 1Y | -41.5% | +65.0% | -106.6% | -45.2% |
| 3Y | -25.5% | +78.8% | -104.3% | -32.9% |
| All | -25.5% | +73.2% | -98.7% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling