+442.9%
CNQ vs VRSK
+586.4%
-143.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.1% | -5.2% | +5.3% | +1.8% |
| 30D | +6.2% | -2.3% | +8.5% | +6.8% |
| 3M | +12.4% | -2.9% | +15.3% | +12.3% |
| 6M | +9.0% | -12.8% | +21.8% | +12.5% |
| YTD | +52.2% | -20.8% | +73.0% | +61.7% |
| 1Y | +65.0% | -33.2% | +98.3% | +85.9% |
| 3Y | +78.8% | -26.6% | +105.4% | +88.4% |
| 5Y | +286.0% | -11.3% | +297.3% | +264.1% |
| 10Y | +420.7% | +126.1% | +294.6% | +223.9% |
| All | +442.9% | +586.4% | -143.5% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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