+36.4%
UPS vs CNQ
+426.2%
-389.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.0% | +6.2% | -8.2% | -2.9% |
| 3M | -6.2% | +12.4% | -18.6% | -8.1% |
| 6M | +2.8% | +9.0% | -6.2% | +0.8% |
| YTD | +5.9% | +52.2% | -46.3% | -1.8% |
| 1Y | +26.2% | +65.0% | -38.8% | +15.4% |
| 3Y | -26.0% | +78.8% | -104.8% | -33.9% |
| 5Y | -34.3% | +286.0% | -320.2% | -48.0% |
| All | +36.4% | +426.2% | -389.8% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling