+661.7%
USB vs CNQ
+5,432.5%
-4,770.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | -3.4% | +6.2% | -9.6% | -5.1% |
| 3M | +10.0% | +12.4% | -2.4% | +5.7% |
| 6M | +22.6% | +9.0% | +13.6% | +18.0% |
| YTD | +20.0% | +52.2% | -32.2% | +4.3% |
| 1Y | +32.5% | +65.0% | -32.5% | +12.1% |
| 3Y | +98.3% | +78.8% | +19.5% | +61.3% |
| 5Y | +41.0% | +286.0% | -245.0% | -10.3% |
| 10Y | +109.1% | +420.7% | -311.6% | +10.6% |
| All | +661.7% | +5,432.5% | -4,770.8% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling