+275.5%
CNQ vs VT
+374.2%
-98.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.0% | +0.4% | +2.6% | +2.3% |
| 30D | +12.8% | +1.0% | +11.8% | +11.1% |
| 3M | +7.0% | +2.4% | +4.6% | +2.5% |
| 6M | +16.5% | +12.0% | +4.5% | -3.5% |
| YTD | +52.0% | +15.3% | +36.7% | +20.7% |
| 1Y | +64.1% | +22.6% | +41.5% | +19.2% |
| 3Y | +74.3% | +74.7% | -0.3% | -24.6% |
| 5Y | +268.4% | +66.1% | +202.3% | +68.2% |
| 10Y | +400.2% | +225.0% | +175.2% | -5.6% |
| All | +275.5% | +374.2% | -98.6% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling