+415.5%
CNQ vs VIVK
-100.0%
+515.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | -0.5% |
| 7D | +0.1% | -4.4% | +4.5% | +0.2% |
| 30D | +6.2% | -40.8% | +47.0% | +6.7% |
| 3M | +12.4% | -94.1% | +106.5% | +14.7% |
| 6M | +9.0% | -98.2% | +107.2% | +11.7% |
| YTD | +52.2% | -98.0% | +150.2% | +54.9% |
| 1Y | +65.0% | -100.0% | +165.0% | +73.0% |
| 3Y | +78.8% | -100.0% | +178.8% | +86.5% |
| 5Y | +286.0% | -100.0% | +386.0% | +302.2% |
| All | +415.5% | -100.0% | +515.5% | +444.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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