+737.4%
FSLR vs CNQ
+644.9%
+92.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.5% |
| 7D | -0.1% | -0.7% | +0.5% | +0.2% |
| 30D | -14.0% | +6.7% | -20.7% | -16.8% |
| 3M | -16.9% | +12.8% | -29.7% | -22.4% |
| 6M | +4.7% | +13.3% | -8.6% | -3.4% |
| YTD | -20.7% | +53.1% | -73.8% | -37.1% |
| 1Y | +1.7% | +66.1% | -64.4% | -22.9% |
| 3Y | +13.1% | +75.4% | -62.4% | -18.5% |
| 5Y | +108.4% | +288.1% | -179.7% | -3.7% |
| 10Y | +458.0% | +423.6% | +34.3% | +71.8% |
| All | +737.4% | +644.9% | +92.4% | +82.8% |
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 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