+57.9%
CNQ vs ITOT
+9.8%
+48.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -3.6% |
| 7D | -11.2% | -4.8% | -6.4% | -13.2% |
| 30D | +1.7% | -5.9% | +7.6% | -1.1% |
| 3M | +10.3% | -4.9% | +15.2% | +7.9% |
| 6M | +4.3% | +1.4% | +2.8% | +5.8% |
| YTD | +48.7% | +8.4% | +40.3% | +56.1% |
| 1Y | +57.9% | +9.3% | +48.6% | +66.0% |
| All | +57.9% | +9.8% | +48.1% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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