+4,302.8%
UNP vs CNQ
+5,432.5%
-1,129.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -2.7% | +6.2% | -8.9% | -4.4% |
| 3M | +6.5% | +12.4% | -5.9% | +2.9% |
| 6M | +14.4% | +9.0% | +5.4% | +10.7% |
| YTD | +24.8% | +52.2% | -27.4% | +10.1% |
| 1Y | +34.4% | +65.0% | -30.6% | +15.7% |
| 3Y | +43.6% | +78.8% | -35.3% | +18.5% |
| 5Y | +53.2% | +286.0% | -232.8% | -0.5% |
| 10Y | +282.1% | +420.7% | -138.6% | +104.1% |
| All | +4,302.8% | +5,432.5% | -1,129.7% | +1,686.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling