+349.8%
VST vs CNQ
+74.2%
+275.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.3% |
| 7D | +2.0% | -0.7% | +2.6% | +2.2% |
| 30D | +1.5% | +6.7% | -5.2% | -1.4% |
| 3M | +6.3% | +12.8% | -6.5% | +0.6% |
| 6M | -10.3% | +13.3% | -23.6% | -16.6% |
| YTD | -8.6% | +53.1% | -61.7% | -28.5% |
| 1Y | -29.3% | +66.1% | -95.4% | -47.7% |
| All | +349.8% | +74.2% | +275.6% | +230.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling