+326.4%
CNQ vs NVT
+731.8%
-405.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -2.7% |
| 7D | +0.1% | +4.1% | -4.0% | -1.8% |
| 30D | +6.2% | -5.1% | +11.3% | +8.1% |
| 3M | +12.4% | -1.2% | +13.5% | +10.3% |
| 6M | +9.0% | +46.6% | -37.6% | -14.6% |
| YTD | +52.2% | +60.0% | -7.8% | +12.6% |
| 1Y | +65.0% | +70.8% | -5.8% | +15.9% |
| 3Y | +78.8% | +187.5% | -108.7% | -17.4% |
| 5Y | +286.0% | +426.1% | -140.2% | +10.5% |
| All | +326.4% | +731.8% | -405.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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