+207.2%
UMC vs CNQ
+65.4%
+141.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.4% |
| 7D | +5.0% | +3.0% | +2.0% | +5.5% |
| 30D | +7.7% | +12.8% | -5.1% | +9.7% |
| 3M | +1.7% | +7.0% | -5.3% | +3.6% |
| 6M | +113.9% | +16.5% | +97.4% | +118.1% |
| YTD | +168.9% | +52.0% | +116.9% | +176.2% |
| 1Y | +207.2% | +64.1% | +143.1% | +210.2% |
| All | +207.2% | +65.4% | +141.8% | +210.2% |
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