+54.0%
UNP vs CNQ
+278.6%
-224.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -2.7% | +6.2% | -8.9% | -3.9% |
| 3M | +6.5% | +12.4% | -5.9% | +3.9% |
| 6M | +14.4% | +9.0% | +5.4% | +11.6% |
| YTD | +24.8% | +52.2% | -27.4% | +12.9% |
| 1Y | +34.4% | +65.0% | -30.6% | +19.2% |
| 3Y | +43.6% | +78.8% | -35.3% | +22.5% |
| All | +54.0% | +278.6% | -224.7% | +4.5% |
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