+646.3%
USB vs CNQ
+5,397.1%
-4,750.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | +2.6% | +2.5% | +0.1% | +1.9% |
| 30D | +8.4% | -4.0% | +12.4% | +9.4% |
| 3M | -5.5% | +5.5% | -11.0% | -7.4% |
| 6M | +17.7% | +7.5% | +10.2% | +14.1% |
| YTD | +17.6% | +51.2% | -33.7% | +2.0% |
| 1Y | +33.9% | +57.3% | -23.4% | +14.7% |
| 3Y | +103.8% | +71.0% | +32.9% | +67.6% |
| 5Y | +25.6% | +206.1% | -180.5% | -14.7% |
| 10Y | +84.5% | +416.2% | -331.7% | -2.3% |
| All | +646.3% | +5,397.1% | -4,750.9% | +200.3% |
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