+620.1%
CNQ vs VEU
+188.0%
+432.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.9% |
| 7D | +0.1% | -1.4% | +1.5% | +1.9% |
| 30D | +6.2% | -0.4% | +6.6% | +6.5% |
| 3M | +12.4% | +2.5% | +9.8% | +7.6% |
| 6M | +9.0% | +11.1% | -2.1% | -8.6% |
| YTD | +52.2% | +16.5% | +35.7% | +19.3% |
| 1Y | +65.0% | +22.9% | +42.1% | +20.3% |
| 3Y | +78.8% | +73.4% | +5.4% | -18.2% |
| 5Y | +286.0% | +56.1% | +229.9% | +101.7% |
| 10Y | +420.7% | +153.0% | +267.7% | +60.6% |
| All | +620.1% | +188.0% | +432.1% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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