+415.5%
CNQ vs DVA
+187.8%
+227.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.4% |
| 30D | +6.2% | 0.0% | +6.2% | +6.1% |
| 3M | +12.4% | -10.9% | +23.3% | +14.5% |
| 6M | +9.0% | +17.3% | -8.3% | +3.7% |
| YTD | +52.2% | +59.8% | -7.6% | +33.8% |
| 1Y | +65.0% | +36.3% | +28.8% | +50.3% |
| 3Y | +78.8% | +88.6% | -9.8% | +44.5% |
| 5Y | +286.0% | +47.5% | +238.4% | +223.9% |
| All | +415.5% | +187.8% | +227.7% | +269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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