+479.8%
FLEX vs CNQ
+73.2%
+406.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.7% | +7.3% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -7.0% | +6.2% | -13.2% | -8.2% |
| 3M | -23.8% | +12.4% | -36.2% | -25.6% |
| 6M | +82.6% | +9.0% | +73.6% | +76.9% |
| YTD | +91.6% | +52.2% | +39.4% | +61.8% |
| 1Y | +100.6% | +65.0% | +35.5% | +63.0% |
| 3Y | +479.8% | +78.8% | +400.9% | +363.6% |
| All | +479.8% | +73.2% | +406.5% | +363.6% |
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