+78.8%
CNQ vs VCLT
+11.4%
+67.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +6.2% | -1.2% | +7.4% | +6.2% |
| 3M | +12.4% | -4.8% | +17.1% | +12.7% |
| 6M | +9.0% | -2.6% | +11.6% | +8.9% |
| YTD | +52.2% | -3.3% | +55.6% | +52.2% |
| 1Y | +65.0% | -4.8% | +69.9% | +65.7% |
| 3Y | +78.8% | +11.5% | +67.3% | +71.8% |
| All | +78.8% | +11.4% | +67.5% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling