+415.5%
CNQ vs VTR
+99.2%
+316.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +6.2% | +1.1% | +5.1% | +5.7% |
| 3M | +12.4% | +7.9% | +4.5% | +8.0% |
| 6M | +9.0% | +6.2% | +2.9% | +5.0% |
| YTD | +52.2% | +17.7% | +34.5% | +39.7% |
| 1Y | +65.0% | +32.9% | +32.1% | +42.7% |
| 3Y | +78.8% | +129.7% | -50.8% | +15.7% |
| 5Y | +286.0% | +89.3% | +196.7% | +167.5% |
| All | +415.5% | +99.2% | +316.3% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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