+632.1%
CNQ vs VYM
+488.1%
+144.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.5% |
| 7D | +0.1% | -0.8% | +0.9% | +1.2% |
| 30D | +6.2% | -2.2% | +8.5% | +9.4% |
| 3M | +12.4% | +3.1% | +9.3% | +7.3% |
| 6M | +9.0% | +9.7% | -0.7% | -5.3% |
| YTD | +52.2% | +14.9% | +37.3% | +23.9% |
| 1Y | +65.0% | +17.6% | +47.5% | +29.7% |
| 3Y | +78.8% | +65.3% | +13.5% | -13.9% |
| 5Y | +286.0% | +78.7% | +207.3% | +67.6% |
| 10Y | +420.7% | +208.2% | +212.5% | +14.4% |
| All | +632.1% | +488.1% | +144.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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