-65.0%
FIS vs CNQ
+278.6%
-343.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -8.0% | +6.2% | -14.2% | -9.0% |
| 3M | +0.6% | +12.4% | -11.8% | -1.8% |
| 6M | -22.2% | +9.0% | -31.2% | -23.9% |
| YTD | -40.8% | +52.2% | -93.0% | -46.1% |
| 1Y | -41.5% | +65.0% | -106.6% | -47.9% |
| 3Y | -25.5% | +78.8% | -104.3% | -36.7% |
| All | -65.0% | +278.6% | -343.6% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling