+1,208.7%
VST vs CNQ
+390.7%
+818.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +1.2% | +6.2% | -5.0% | -0.8% |
| 3M | +1.5% | +12.4% | -10.9% | -2.5% |
| 6M | -6.5% | +9.0% | -15.5% | -10.0% |
| YTD | -7.8% | +52.2% | -60.0% | -20.4% |
| 1Y | -26.9% | +65.0% | -91.9% | -38.7% |
| 3Y | +353.9% | +78.8% | +275.0% | +271.5% |
| 5Y | +782.7% | +286.0% | +496.8% | +472.2% |
| All | +1,208.7% | +390.7% | +818.0% | +589.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling