+56.0%
USAR vs CNQ
+101.4%
-45.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.1% |
| 7D | -10.8% | +0.6% | -11.4% | -10.7% |
| 30D | -21.4% | +5.8% | -27.3% | -20.3% |
| 3M | -28.6% | +13.3% | -41.8% | -26.0% |
| 6M | -19.3% | +6.9% | -26.2% | -17.2% |
| YTD | +32.0% | +53.0% | -21.0% | +45.5% |
| 1Y | +11.7% | +66.0% | -54.3% | +25.5% |
| 3Y | +54.2% | +74.3% | -20.1% | +77.4% |
| All | +56.0% | +101.4% | -45.4% | +79.6% |
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