+115.0%
UMC vs CNQ
+61.9%
+53.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | -3.5% |
| 7D | -14.7% | -9.4% | -5.2% | -16.3% |
| 30D | -32.9% | +2.8% | -35.6% | -32.2% |
| 3M | -22.2% | +8.5% | -30.6% | -20.4% |
| 6M | +25.9% | +6.4% | +19.5% | +29.2% |
| YTD | +107.9% | +50.9% | +57.0% | +129.3% |
| 1Y | +115.0% | +62.8% | +52.2% | +136.2% |
| All | +115.0% | +61.9% | +53.2% | +136.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling