+78.8%
CNQ vs ULTA
+31.2%
+47.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -0.7% |
| 7D | +0.1% | -3.1% | +3.2% | +0.3% |
| 30D | +6.2% | +2.8% | +3.4% | +6.0% |
| 3M | +12.4% | +14.8% | -2.4% | +11.1% |
| 6M | +9.0% | -16.2% | +25.2% | +11.0% |
| YTD | +52.2% | -9.6% | +61.8% | +53.3% |
| 1Y | +65.0% | +4.8% | +60.3% | +62.8% |
| 3Y | +78.8% | +30.7% | +48.2% | +63.0% |
| All | +78.8% | +31.2% | +47.6% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 3y: compounded portfolio wealth divided by compounded ULTA 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…
3y analysis · Full analysis span regression · 6 months rolling