+334.0%
FLEX vs CNQ
+5,432.5%
-5,098.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 3M | -23.8% | +12.4% | -36.2% | -27.6% |
| 6M | +82.6% | +9.0% | +73.6% | +72.7% |
| YTD | +91.6% | +52.2% | +39.4% | +58.8% |
| 1Y | +100.6% | +65.0% | +35.5% | +60.7% |
| 3Y | +479.8% | +78.8% | +400.9% | +342.8% |
| 5Y | +746.5% | +286.0% | +460.5% | +364.5% |
| 10Y | +1,119.4% | +420.7% | +698.6% | +421.9% |
| All | +334.0% | +5,432.5% | -5,098.5% | +17.0% |
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