+246.7%
CB vs UAL
+99.5%
+147.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +0.7% | +12.5% | -11.8% | -1.4% |
| 30D | +8.2% | +12.2% | -4.0% | +5.8% |
| 3M | +6.3% | -2.6% | +8.9% | +6.3% |
| 6M | +16.2% | +21.1% | -4.9% | +10.9% |
| YTD | +19.3% | +7.8% | +11.5% | +15.1% |
| 1Y | +29.2% | +25.4% | +3.8% | +20.8% |
| 3Y | +71.4% | +217.3% | -145.9% | +24.3% |
| 5Y | +104.2% | +132.9% | -28.6% | +51.9% |
| 10Y | +246.7% | +101.1% | +145.5% | +144.8% |
| All | +246.7% | +99.5% | +147.2% | +144.8% |
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