+272.1%
CNQ vs ULTA
+44.7%
+227.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -0.8% |
| 7D | +0.1% | -3.1% | +3.2% | +0.5% |
| 30D | +6.2% | +2.8% | +3.4% | +5.7% |
| 3M | +12.4% | +14.8% | -2.4% | +10.1% |
| 6M | +9.0% | -16.2% | +25.2% | +11.5% |
| YTD | +52.2% | -9.6% | +61.8% | +53.4% |
| 1Y | +65.0% | +4.8% | +60.3% | +61.8% |
| 3Y | +78.8% | +30.7% | +48.2% | +63.4% |
| All | +272.1% | +44.7% | +227.4% | +218.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling