+5,649.5%
CNQ vs URI
+5,243.3%
+406.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.5% |
| 7D | -0.9% | +5.0% | -5.9% | -2.4% |
| 30D | +8.7% | -9.4% | +18.1% | +11.9% |
| 3M | +15.8% | -5.8% | +21.6% | +17.0% |
| 6M | +13.3% | +25.8% | -12.6% | +2.8% |
| YTD | +54.7% | +27.9% | +26.8% | +38.3% |
| 1Y | +69.5% | +9.7% | +59.8% | +58.2% |
| 3Y | +77.3% | +128.0% | -50.7% | +26.5% |
| 5Y | +290.3% | +212.4% | +77.9% | +145.2% |
| 10Y | +429.3% | +1,271.8% | -842.6% | +109.7% |
| All | +5,649.5% | +5,243.3% | +406.2% | +1,121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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