+370.5%
CNQ vs USHY
+49.7%
+320.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | -0.7% | +0.8% | +1.6% |
| 30D | +6.2% | -0.7% | +6.9% | +7.7% |
| 3M | +12.4% | +0.1% | +12.3% | +12.0% |
| 6M | +9.0% | +1.8% | +7.2% | +4.1% |
| YTD | +52.2% | +1.8% | +50.4% | +45.2% |
| 1Y | +65.0% | +3.3% | +61.7% | +52.3% |
| 3Y | +78.8% | +27.0% | +51.9% | +5.2% |
| 5Y | +286.0% | +21.0% | +265.0% | +161.1% |
| All | +370.5% | +49.7% | +320.8% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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