+5,556.5%
CNQ vs DVA
+8,614.4%
-3,057.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | +6.2% | 0.0% | +6.2% | +6.1% |
| 3M | +12.4% | -10.9% | +23.3% | +15.0% |
| 6M | +9.0% | +17.3% | -8.3% | +2.3% |
| YTD | +52.2% | +59.8% | -7.6% | +29.9% |
| 1Y | +65.0% | +36.3% | +28.8% | +46.8% |
| 3Y | +78.8% | +88.6% | -9.8% | +39.1% |
| 5Y | +286.0% | +47.5% | +238.4% | +210.3% |
| 10Y | +420.7% | +185.2% | +235.5% | +226.8% |
| All | +5,556.5% | +8,614.4% | -3,057.9% | +2,527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling