+937.2%
CB vs UAL
+239.3%
+697.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | 0.0% |
| 7D | +2.6% | +5.0% | -2.4% | +1.8% |
| 30D | +11.2% | -1.2% | +12.4% | +11.2% |
| 3M | +5.7% | -16.8% | +22.5% | +8.3% |
| 6M | +15.9% | +18.0% | -2.0% | +11.9% |
| YTD | +20.2% | -1.2% | +21.3% | +18.2% |
| 1Y | +32.4% | +14.3% | +18.1% | +27.1% |
| 3Y | +75.5% | +194.6% | -119.1% | +39.6% |
| 5Y | +105.5% | +109.6% | -4.1% | +67.5% |
| 10Y | +258.5% | +93.1% | +165.5% | +172.9% |
| All | +937.2% | +239.3% | +697.8% | +435.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling