-9.3%
FLUT vs CNQ
+426.2%
-435.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +2.5% | +6.2% | -3.7% | +2.0% |
| 3M | -9.2% | +12.4% | -21.6% | -10.2% |
| 6M | -8.2% | +9.0% | -17.3% | -9.2% |
| YTD | -53.2% | +52.2% | -105.4% | -55.2% |
| 1Y | -65.6% | +65.0% | -130.6% | -67.3% |
| 3Y | -43.6% | +78.8% | -122.4% | -47.2% |
| 5Y | -50.3% | +286.0% | -336.3% | -55.4% |
| All | -9.3% | +426.2% | -435.5% | -17.1% |
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 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