+105.9%
USB vs CNQ
+429.1%
-323.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | -2.9% | +6.7% | -9.6% | -5.1% |
| 3M | +10.8% | +12.8% | -2.0% | +5.8% |
| 6M | +22.4% | +13.3% | +9.1% | +15.6% |
| YTD | +19.2% | +53.1% | -33.9% | +1.0% |
| 1Y | +31.9% | +66.1% | -34.1% | +8.3% |
| 3Y | +97.5% | +75.4% | +22.0% | +55.5% |
| 5Y | +40.0% | +288.1% | -248.1% | -19.0% |
| All | +105.9% | +429.1% | -323.3% | -6.9% |
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