+415.5%
CNQ vs VSH
+196.4%
+219.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -2.6% |
| 7D | +0.1% | +4.8% | -4.6% | -1.5% |
| 30D | +6.2% | -0.7% | +6.9% | +5.9% |
| 3M | +12.4% | -43.1% | +55.4% | +31.3% |
| 6M | +9.0% | +91.8% | -82.8% | -24.5% |
| YTD | +52.2% | +131.6% | -79.4% | -3.9% |
| 1Y | +65.0% | +118.1% | -53.0% | +5.1% |
| 3Y | +78.8% | +40.9% | +37.9% | +28.8% |
| 5Y | +286.0% | +75.8% | +210.2% | +132.7% |
| All | +415.5% | +196.4% | +219.1% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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