+209.3%
FXI vs CNQ
+1,720.7%
-1,511.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -2.1% | +6.2% | -8.3% | -4.3% |
| 3M | -0.5% | +12.4% | -12.8% | -5.0% |
| 6M | -4.5% | +9.0% | -13.6% | -8.6% |
| YTD | -9.2% | +52.2% | -61.5% | -23.3% |
| 1Y | -13.8% | +65.0% | -78.8% | -29.4% |
| 3Y | +36.6% | +78.8% | -42.3% | +6.0% |
| 5Y | -6.7% | +286.0% | -292.6% | -47.6% |
| 10Y | +14.8% | +420.7% | -405.9% | -52.7% |
| All | +209.3% | +1,720.7% | -1,511.4% | -23.5% |
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