+144.1%
UMC vs CNQ
+278.6%
-134.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | +17.2% | +6.2% | +11.0% | +15.5% |
| 3M | +11.4% | +12.4% | -1.0% | +8.1% |
| 6M | +137.5% | +9.0% | +128.5% | +130.1% |
| YTD | +193.1% | +52.2% | +140.9% | +156.2% |
| 1Y | +240.3% | +65.0% | +175.3% | +189.3% |
| 3Y | +262.2% | +78.8% | +183.4% | +192.9% |
| All | +144.1% | +278.6% | -134.5% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling