+1,232.7%
VST vs CNQ
+398.8%
+834.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +5.3% | -0.9% | +6.2% | +5.6% |
| 30D | +5.8% | +8.7% | -2.9% | +3.0% |
| 3M | +3.5% | +15.8% | -12.3% | -1.5% |
| 6M | -7.4% | +13.3% | -20.7% | -11.9% |
| YTD | -6.1% | +54.7% | -60.8% | -19.3% |
| 1Y | -21.6% | +69.5% | -91.2% | -34.8% |
| 3Y | +357.2% | +77.3% | +279.9% | +275.0% |
| 5Y | +777.0% | +290.3% | +486.7% | +466.6% |
| All | +1,232.7% | +398.8% | +834.0% | +599.0% |
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