+5,556.5%
CNQ vs VMC
+751.5%
+4,805.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.9% |
| 7D | +0.1% | -3.8% | +3.9% | +1.7% |
| 30D | +6.2% | -9.7% | +15.9% | +10.7% |
| 3M | +12.4% | -9.6% | +22.0% | +15.9% |
| 6M | +9.0% | -4.8% | +13.9% | +8.5% |
| YTD | +52.2% | -10.9% | +63.1% | +54.6% |
| 1Y | +65.0% | -15.6% | +80.6% | +71.1% |
| 3Y | +78.8% | +19.3% | +59.5% | +53.6% |
| 5Y | +286.0% | +48.0% | +238.0% | +191.2% |
| 10Y | +420.7% | +155.4% | +265.3% | +191.6% |
| All | +5,556.5% | +751.5% | +4,805.0% | +1,826.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling