+130.3%
UAL vs CNQ
+73.2%
+57.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -12.2% | +6.2% | -18.4% | -12.4% |
| 3M | -2.5% | +12.4% | -14.8% | -2.9% |
| 6M | +21.1% | +9.0% | +12.1% | +19.7% |
| YTD | -1.8% | +52.2% | -54.0% | -12.4% |
| 1Y | +0.4% | +65.0% | -64.6% | -13.2% |
| 3Y | +130.3% | +78.8% | +51.4% | +89.1% |
| All | +130.3% | +73.2% | +57.0% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling