+438.4%
CNQ vs VCLT
+100.6%
+337.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | -1.4% | +1.5% | +0.3% |
| 30D | +6.2% | -1.2% | +7.4% | +6.3% |
| 3M | +12.4% | -4.8% | +17.1% | +12.9% |
| 6M | +9.0% | -2.6% | +11.6% | +9.2% |
| YTD | +52.2% | -3.3% | +55.6% | +52.6% |
| 1Y | +65.0% | -4.8% | +69.9% | +65.7% |
| 3Y | +78.8% | +11.5% | +67.3% | +75.7% |
| 5Y | +286.0% | -17.0% | +302.9% | +286.6% |
| 10Y | +420.7% | +16.7% | +404.0% | +462.2% |
| All | +438.4% | +100.6% | +337.7% | +803.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling