+1.3%
FSLR vs CNQ
+65.4%
-64.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.5% |
| 7D | 0.0% | +3.0% | -3.0% | +0.1% |
| 30D | -13.7% | +12.8% | -26.4% | -13.5% |
| 3M | -35.1% | +7.0% | -42.1% | -34.7% |
| 6M | +3.6% | +16.5% | -12.8% | +3.3% |
| YTD | -21.7% | +52.0% | -73.8% | -25.0% |
| 1Y | +1.3% | +64.1% | -62.8% | -3.9% |
| All | +1.3% | +65.4% | -64.1% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling