+321.7%
VWO vs CNQ
+1,213.8%
-892.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.9% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -0.1% | +6.2% | -6.3% | -2.3% |
| 3M | +2.2% | +12.4% | -10.1% | -2.6% |
| 6M | +8.8% | +9.0% | -0.3% | +3.7% |
| YTD | +12.4% | +52.2% | -39.8% | -5.5% |
| 1Y | +15.6% | +65.0% | -49.5% | -5.9% |
| 3Y | +62.5% | +78.8% | -16.3% | +24.8% |
| 5Y | +34.3% | +286.0% | -251.7% | -26.4% |
| 10Y | +114.8% | +420.7% | -305.9% | -13.8% |
| All | +321.7% | +1,213.8% | -892.1% | -0.7% |
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