+639.9%
USB vs CNQ
+5,326.4%
-4,686.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +6.3% | -5.8% | +12.1% | +7.8% |
| 3M | -6.1% | +4.2% | -10.3% | -7.7% |
| 6M | +13.0% | +6.7% | +6.3% | +9.7% |
| YTD | +16.6% | +49.3% | -32.7% | +1.5% |
| 1Y | +31.1% | +55.8% | -24.7% | +12.7% |
| 3Y | +100.9% | +70.3% | +30.6% | +65.4% |
| 5Y | +24.5% | +202.2% | -177.7% | -15.1% |
| 10Y | +82.9% | +409.5% | -326.6% | -2.8% |
| All | +639.9% | +5,326.4% | -4,686.5% | +198.9% |
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 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