+359.6%
VT vs CNQ
+275.3%
+84.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | +2.4% | +2.5% | -0.1% | +1.6% |
| 30D | -1.5% | -4.0% | +2.5% | -0.6% |
| 3M | -4.1% | +5.5% | -9.6% | -6.1% |
| 6M | +0.6% | +7.5% | -6.9% | -2.6% |
| YTD | +11.0% | +51.2% | -40.2% | -4.2% |
| 1Y | +13.3% | +57.3% | -43.9% | -3.6% |
| 3Y | +73.4% | +71.0% | +2.4% | +40.7% |
| 5Y | +57.4% | +206.1% | -148.7% | +2.7% |
| 10Y | +221.7% | +416.2% | -194.5% | +52.3% |
| All | +359.6% | +275.3% | +84.3% | +65.3% |
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