+14.7%
FXI vs CNQ
+426.2%
-411.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -2.1% | +6.2% | -8.3% | -3.4% |
| 3M | -0.5% | +12.4% | -12.8% | -3.2% |
| 6M | -4.5% | +9.0% | -13.6% | -7.0% |
| YTD | -9.2% | +52.2% | -61.5% | -18.3% |
| 1Y | -13.8% | +65.0% | -78.8% | -23.9% |
| 3Y | +36.6% | +78.8% | -42.3% | +16.9% |
| 5Y | -6.7% | +286.0% | -292.6% | -33.4% |
| All | +14.7% | +426.2% | -411.5% | -29.4% |
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 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