+38.4%
USB vs CNQ
+291.4%
-253.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | -3.2% | +8.7% | -11.9% | -5.5% |
| 3M | +11.8% | +15.8% | -4.0% | +7.0% |
| 6M | +21.4% | +13.3% | +8.1% | +15.8% |
| YTD | +18.6% | +54.7% | -36.1% | +1.8% |
| 1Y | +30.8% | +69.5% | -38.7% | +8.5% |
| 3Y | +96.5% | +77.3% | +19.2% | +56.0% |
| 5Y | +38.4% | +290.3% | -251.9% | -22.1% |
| All | +38.4% | +291.4% | -253.0% | -22.1% |
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 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