+410.9%
CNQ vs VT
+229.8%
+181.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.5% |
| 7D | -0.8% | -1.1% | +0.3% | +0.5% |
| 30D | +5.3% | -1.0% | +6.2% | +6.3% |
| 3M | +11.4% | +3.2% | +8.2% | +6.3% |
| 6M | +8.1% | +12.5% | -4.4% | -9.1% |
| YTD | +50.9% | +14.1% | +36.8% | +24.1% |
| 1Y | +63.6% | +18.9% | +44.7% | +27.1% |
| 3Y | +77.2% | +74.1% | +3.2% | -18.7% |
| 5Y | +282.5% | +66.9% | +215.7% | +84.6% |
| All | +410.9% | +229.8% | +181.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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