+57.9%
CNQ vs UMAC
-11.2%
+69.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -17.6% | +16.1% | -1.1% |
| 7D | -11.2% | -37.8% | +26.6% | -10.5% |
| 30D | +1.7% | -52.0% | +53.7% | +2.9% |
| 3M | +10.3% | -58.3% | +68.6% | +11.6% |
| 6M | +4.3% | -21.0% | +25.2% | +3.1% |
| YTD | +48.7% | -15.7% | +64.4% | +45.7% |
| 1Y | +57.9% | -9.8% | +67.7% | +54.0% |
| All | +57.9% | -11.2% | +69.1% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling