+64.1%
CNQ vs VMC
-8.5%
+72.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.0% |
| 7D | +3.0% | -4.3% | +7.3% | +1.5% |
| 30D | +12.8% | -8.2% | +21.0% | +9.5% |
| 3M | +7.0% | -7.0% | +14.1% | +5.1% |
| 6M | +16.5% | -10.8% | +27.2% | +15.6% |
| YTD | +52.0% | -7.4% | +59.4% | +51.4% |
| 1Y | +64.1% | -9.5% | +73.6% | +64.5% |
| All | +64.1% | -8.5% | +72.6% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling