-10.5%
FXI vs CNQ
+60.9%
-71.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.0% |
| 7D | +6.9% | -11.2% | +18.1% | +6.7% |
| 30D | +3.5% | +1.7% | +1.8% | +3.1% |
| 3M | -3.2% | +10.3% | -13.5% | -3.7% |
| 6M | -3.5% | +4.3% | -7.8% | -4.4% |
| YTD | -8.1% | +48.7% | -56.8% | -11.9% |
| 1Y | -10.5% | +57.9% | -68.4% | -13.4% |
| All | -10.5% | +60.9% | -71.4% | -13.4% |
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