+101.0%
CB vs UAL
+142.0%
-41.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.1% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | -3.1% | -16.1% | +13.0% | -1.6% |
| 3M | +9.0% | +6.1% | +2.8% | +7.9% |
| 6M | +2.9% | +10.8% | -8.0% | +1.1% |
| YTD | +10.1% | -0.4% | +10.5% | +9.1% |
| 1Y | +22.8% | +5.0% | +17.8% | +20.6% |
| 3Y | +73.8% | +124.0% | -50.2% | +49.4% |
| All | +101.0% | +142.0% | -41.0% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling