+5,556.5%
CNQ vs UL
+882.9%
+4,673.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +0.1% | -3.4% | +3.5% | +1.8% |
| 30D | +6.2% | +0.5% | +5.7% | +5.8% |
| 3M | +12.4% | +7.2% | +5.1% | +7.4% |
| 6M | +9.0% | -3.1% | +12.1% | +8.7% |
| YTD | +52.2% | -2.7% | +54.9% | +51.1% |
| 1Y | +65.0% | -10.2% | +75.3% | +69.9% |
| 3Y | +78.8% | +20.3% | +58.6% | +53.6% |
| 5Y | +286.0% | +19.9% | +266.0% | +220.1% |
| 10Y | +420.7% | +66.5% | +354.3% | +239.9% |
| All | +5,556.5% | +882.9% | +4,673.7% | +1,918.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling