+82.0%
USO vs CNQ
+426.2%
-344.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | +9.1% | +0.1% | +9.0% | +9.0% |
| 30D | +21.7% | +6.2% | +15.5% | +17.7% |
| 3M | +20.2% | +12.4% | +7.9% | +13.3% |
| 6M | +43.4% | +9.0% | +34.3% | +38.4% |
| YTD | +124.0% | +52.2% | +71.8% | +80.3% |
| 1Y | +112.2% | +65.0% | +47.2% | +63.5% |
| 3Y | +97.7% | +78.8% | +18.8% | +45.0% |
| 5Y | +217.4% | +286.0% | -68.6% | +58.3% |
| All | +82.0% | +426.2% | -344.2% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling