+66.7%
FITB vs CNQ
+278.6%
-211.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -5.7% | +6.2% | -11.9% | -7.5% |
| 3M | +3.2% | +12.4% | -9.2% | -0.9% |
| 6M | +23.4% | +9.0% | +14.4% | +18.5% |
| YTD | +18.8% | +52.2% | -33.4% | +0.7% |
| 1Y | +25.0% | +65.0% | -40.1% | +2.5% |
| 3Y | +131.2% | +78.8% | +52.4% | +77.7% |
| All | +66.7% | +278.6% | -211.9% | -14.9% |
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 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