+2,486.9%
VRT vs CNQ
+314.6%
+2,172.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | -10.9% | +6.2% | -17.1% | -12.7% |
| 3M | -13.7% | +12.4% | -26.1% | -17.7% |
| 6M | -4.1% | +9.0% | -13.2% | -8.4% |
| YTD | +58.7% | +52.2% | +6.5% | +35.2% |
| 1Y | +89.6% | +65.0% | +24.6% | +56.8% |
| 3Y | +558.1% | +78.8% | +479.3% | +428.0% |
| 5Y | +953.0% | +286.0% | +667.0% | +567.4% |
| All | +2,486.9% | +314.6% | +2,172.2% | +1,031.7% |
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