+17.7%
USB vs CNQ
+8.3%
+9.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.0% |
| 7D | +2.6% | +2.5% | +0.1% | +2.9% |
| 30D | +8.4% | -4.0% | +12.4% | +7.7% |
| 3M | -5.5% | +5.5% | -11.0% | -4.7% |
| 6M | +17.7% | +7.5% | +10.2% | +21.7% |
| All | +17.7% | +8.3% | +9.4% | +21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling