+1,243.9%
VUG vs CNQ
+2,979.1%
-1,735.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -1.0% | +6.2% | -7.2% | -2.4% |
| 3M | +3.5% | +12.4% | -8.8% | +0.3% |
| 6M | +14.2% | +9.0% | +5.2% | +10.7% |
| YTD | +8.5% | +52.2% | -43.7% | -3.2% |
| 1Y | +12.9% | +65.0% | -52.2% | -1.4% |
| 3Y | +85.6% | +78.8% | +6.8% | +56.4% |
| 5Y | +78.1% | +286.0% | -207.9% | +21.8% |
| 10Y | +422.5% | +420.7% | +1.8% | +196.3% |
| All | +1,243.9% | +2,979.1% | -1,735.3% | +425.3% |
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