+447.7%
CNQ vs UL
+70.9%
+376.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.1% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | +5.8% | +2.4% | +3.5% | +5.1% |
| 3M | +13.3% | +8.8% | +4.5% | +10.2% |
| 6M | +6.9% | +1.0% | +5.9% | +5.9% |
| YTD | +53.0% | -0.3% | +53.3% | +51.9% |
| 1Y | +66.0% | -7.1% | +73.1% | +68.1% |
| 3Y | +74.3% | +23.4% | +50.9% | +57.9% |
| 5Y | +281.3% | +21.5% | +259.8% | +242.3% |
| 10Y | +447.7% | +71.1% | +376.7% | +364.7% |
| All | +447.7% | +70.9% | +376.8% | +364.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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