+415.5%
CNQ vs VFC
-69.1%
+484.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -4.9% | -1.5% |
| 7D | +0.1% | -1.4% | +1.5% | +0.4% |
| 30D | +6.2% | -9.0% | +15.2% | +8.2% |
| 3M | +12.4% | -24.2% | +36.5% | +17.6% |
| 6M | +9.0% | -18.5% | +27.5% | +10.8% |
| YTD | +52.2% | -25.9% | +78.1% | +57.4% |
| 1Y | +65.0% | -13.0% | +78.0% | +62.1% |
| 3Y | +78.8% | -20.3% | +99.2% | +55.3% |
| 5Y | +286.0% | -78.1% | +364.1% | +459.5% |
| All | +415.5% | -69.1% | +484.6% | +603.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling