+248.2%
CB vs UAL
+94.5%
+153.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.1% |
| 7D | +0.2% | +8.2% | -7.9% | -1.2% |
| 30D | +9.1% | +2.3% | +6.7% | +8.4% |
| 3M | +3.4% | -12.7% | +16.1% | +5.5% |
| 6M | +14.1% | +12.7% | +1.4% | +10.3% |
| YTD | +18.0% | +0.8% | +17.2% | +15.2% |
| 1Y | +30.1% | +17.8% | +12.4% | +23.0% |
| 3Y | +71.8% | +206.7% | -134.9% | +25.1% |
| 5Y | +101.8% | +113.9% | -12.1% | +52.5% |
| All | +248.2% | +94.5% | +153.7% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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