+106.2%
UAL vs CNQ
+426.2%
-320.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -12.2% | +6.2% | -18.4% | -14.7% |
| 3M | -2.5% | +12.4% | -14.8% | -8.6% |
| 6M | +21.1% | +9.0% | +12.1% | +12.3% |
| YTD | -1.8% | +52.2% | -54.0% | -22.9% |
| 1Y | +0.4% | +65.0% | -64.6% | -24.6% |
| 3Y | +130.3% | +78.8% | +51.4% | +60.2% |
| 5Y | +147.7% | +286.0% | -138.3% | +8.6% |
| All | +106.2% | +426.2% | -320.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 10y: compounded portfolio wealth divided by compounded CNQ 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…
10y analysis · Full analysis span regression · 6 months rolling