+1,115.5%
FLEX vs CNQ
+426.2%
+689.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.7% | +7.4% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -7.0% | +6.2% | -13.2% | -9.1% |
| 3M | -23.8% | +12.4% | -36.2% | -27.4% |
| 6M | +82.6% | +9.0% | +73.6% | +73.1% |
| YTD | +91.6% | +52.2% | +39.4% | +58.9% |
| 1Y | +100.6% | +65.0% | +35.5% | +60.7% |
| 3Y | +479.8% | +78.8% | +400.9% | +342.2% |
| 5Y | +746.5% | +286.0% | +460.5% | +360.3% |
| All | +1,115.5% | +426.2% | +689.3% | +407.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling