+272.1%
CNQ vs VIVK
-100.0%
+372.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | -0.4% |
| 7D | +0.1% | -4.4% | +4.5% | +0.2% |
| 30D | +6.2% | -40.8% | +47.0% | +7.0% |
| 3M | +12.4% | -94.1% | +106.5% | +16.1% |
| 6M | +9.0% | -98.2% | +107.2% | +13.4% |
| YTD | +52.2% | -98.0% | +150.2% | +56.2% |
| 1Y | +65.0% | -100.0% | +165.0% | +80.0% |
| 3Y | +78.8% | -100.0% | +178.8% | +92.1% |
| All | +272.1% | -100.0% | +372.1% | +303.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling