+2,679.6%
CNQ vs ITOT
+887.7%
+1,791.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.6% |
| 7D | +0.1% | -0.9% | +1.0% | +1.3% |
| 30D | +6.2% | -1.5% | +7.7% | +8.0% |
| 3M | +12.4% | +3.6% | +8.8% | +6.4% |
| 6M | +9.0% | +13.7% | -4.7% | -9.9% |
| YTD | +52.2% | +12.9% | +39.3% | +26.5% |
| 1Y | +65.0% | +17.2% | +47.9% | +30.1% |
| 3Y | +78.8% | +75.6% | +3.2% | -20.1% |
| 5Y | +286.0% | +75.5% | +210.5% | +66.5% |
| 10Y | +420.7% | +302.0% | +118.8% | -26.0% |
| All | +2,679.6% | +887.7% | +1,791.9% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling