+84.5%
CNQ vs UMAC
+473.8%
-389.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | +0.1% | -3.4% | +3.5% | +0.2% |
| 30D | +6.2% | -15.1% | +21.3% | +6.4% |
| 3M | +12.4% | -10.8% | +23.1% | +12.2% |
| 6M | +9.0% | +15.7% | -6.7% | +7.5% |
| YTD | +52.2% | +80.1% | -27.9% | +48.1% |
| 1Y | +65.0% | +116.7% | -51.7% | +59.5% |
| All | +84.5% | +473.8% | -389.2% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling