+494.1%
CNQ vs VIG
+615.8%
-121.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.5% |
| 7D | +0.1% | -1.1% | +1.2% | +1.6% |
| 30D | +6.2% | -2.7% | +8.9% | +10.1% |
| 3M | +12.4% | +2.5% | +9.8% | +8.0% |
| 6M | +9.0% | +9.2% | -0.2% | -4.9% |
| YTD | +52.2% | +9.8% | +42.4% | +31.5% |
| 1Y | +65.0% | +12.4% | +52.6% | +37.7% |
| 3Y | +78.8% | +55.9% | +22.9% | -7.3% |
| 5Y | +286.0% | +63.9% | +222.0% | +82.0% |
| 10Y | +420.7% | +249.1% | +171.7% | -17.7% |
| All | +494.1% | +615.8% | -121.7% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling