+45,363.3%
FIX vs CNQ
+5,523.4%
+39,839.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | +3.5% | -0.9% | +4.4% | +3.8% |
| 30D | -3.5% | +8.7% | -12.2% | -6.0% |
| 3M | -11.8% | +15.8% | -27.6% | -16.3% |
| 6M | +17.8% | +13.3% | +4.5% | +11.7% |
| YTD | +73.3% | +54.7% | +18.6% | +47.9% |
| 1Y | +128.1% | +69.5% | +58.6% | +88.6% |
| 3Y | +772.7% | +77.3% | +695.3% | +600.5% |
| 5Y | +2,166.4% | +290.3% | +1,876.1% | +1,273.3% |
| 10Y | +6,034.5% | +429.3% | +5,605.2% | +2,912.7% |
| All | +45,363.3% | +5,523.4% | +39,839.8% | +10,410.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling