+272.1%
CNQ vs VIG
+63.0%
+209.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.1% |
| 7D | +0.1% | -1.1% | +1.2% | +1.0% |
| 30D | +6.2% | -2.7% | +8.9% | +8.5% |
| 3M | +12.4% | +2.5% | +9.8% | +9.7% |
| 6M | +9.0% | +9.2% | -0.2% | +0.6% |
| YTD | +52.2% | +9.8% | +42.4% | +39.6% |
| 1Y | +65.0% | +12.4% | +52.6% | +48.1% |
| 3Y | +78.8% | +55.9% | +22.9% | +18.0% |
| All | +272.1% | +63.0% | +209.1% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling