+850.5%
CB vs UAL
+242.1%
+608.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | -3.1% | -16.1% | +13.0% | -0.7% |
| 3M | +9.0% | +6.1% | +2.8% | +7.4% |
| 6M | +2.9% | +10.8% | -8.0% | +0.1% |
| YTD | +10.1% | -0.4% | +10.5% | +8.4% |
| 1Y | +22.8% | +5.0% | +17.8% | +19.4% |
| 3Y | +73.8% | +124.0% | -50.2% | +44.4% |
| 5Y | +99.2% | +141.0% | -41.8% | +58.9% |
| 10Y | +218.2% | +118.0% | +100.2% | +138.6% |
| All | +850.5% | +242.1% | +608.4% | +391.0% |
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 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