+28.0%
CB vs UAL
+10.5%
+17.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.0% |
| 7D | +2.9% | -3.0% | +6.0% | +2.9% |
| 30D | +7.3% | +10.5% | -3.2% | +7.7% |
| 3M | +9.4% | -13.5% | +22.9% | +8.9% |
| 6M | +19.6% | +14.2% | +5.4% | +19.7% |
| YTD | +21.5% | -2.2% | +23.7% | +21.0% |
| 1Y | +28.0% | +12.5% | +15.5% | +27.5% |
| All | +28.0% | +10.5% | +17.5% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling