-9.0%
CNQQ vs VT
+19.0%
-28.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.5% |
| 7D | -1.3% | -0.1% | -1.1% | -1.1% |
| 30D | -8.3% | -0.7% | -7.6% | -7.6% |
| 3M | -10.1% | +4.0% | -14.1% | -14.1% |
| 6M | +0.7% | +12.3% | -11.5% | -11.4% |
| YTD | -3.2% | +14.0% | -17.3% | -16.5% |
| All | -9.0% | +19.0% | -28.0% | -26.8% |
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