+224.5%
VT vs CNQ
+426.2%
-201.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.0% | +6.2% | -7.2% | -2.4% |
| 3M | +3.2% | +12.4% | -9.2% | +0.2% |
| 6M | +12.5% | +9.0% | +3.5% | +9.3% |
| YTD | +14.1% | +52.2% | -38.1% | +2.3% |
| 1Y | +18.9% | +65.0% | -46.1% | +4.4% |
| 3Y | +74.1% | +78.8% | -4.8% | +47.5% |
| 5Y | +66.9% | +286.0% | -219.1% | +15.5% |
| All | +224.5% | +426.2% | -201.7% | +88.2% |
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 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