+24.4%
USB vs CNQ
+193.6%
-169.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -0.5% | -1.5% | +1.0% | -0.2% |
| 30D | +5.7% | -3.2% | +8.9% | +6.2% |
| 3M | -4.7% | +3.6% | -8.3% | -6.1% |
| 6M | +13.4% | +10.3% | +3.1% | +9.3% |
| YTD | +17.0% | +48.6% | -31.6% | +1.2% |
| 1Y | +32.4% | +55.3% | -23.0% | +12.7% |
| 3Y | +101.7% | +69.6% | +32.1% | +61.9% |
| 5Y | +24.4% | +198.8% | -174.4% | -22.9% |
| All | +24.4% | +193.6% | -169.1% | -22.9% |
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 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