+169.7%
VEA vs CNQ
+425.6%
-255.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -0.8% | +6.2% | -7.0% | -2.8% |
| 3M | +2.5% | +12.4% | -9.9% | -1.7% |
| 6M | +11.1% | +9.0% | +2.1% | +6.7% |
| YTD | +17.2% | +52.2% | -35.0% | +0.8% |
| 1Y | +24.5% | +65.0% | -40.5% | +4.1% |
| 3Y | +75.4% | +78.8% | -3.4% | +39.5% |
| 5Y | +61.1% | +286.0% | -224.9% | -3.6% |
| 10Y | +163.1% | +420.7% | -257.6% | +21.8% |
| All | +169.7% | +425.6% | -255.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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