+294.4%
CNQ vs VSXY
+37.5%
+256.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -0.8% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +6.2% | -18.7% | +24.9% | +7.6% |
| 3M | +12.4% | -4.0% | +16.3% | +12.3% |
| 6M | +9.0% | +67.5% | -58.5% | +3.2% |
| YTD | +52.2% | +39.7% | +12.6% | +45.6% |
| 1Y | +65.0% | +180.0% | -114.9% | +46.8% |
| 3Y | +78.8% | +337.3% | -258.4% | +43.4% |
| 5Y | +286.0% | +22.7% | +263.3% | +238.4% |
| All | +294.4% | +37.5% | +256.8% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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