+48.9%
CIEN vs UAL
+22.8%
+26.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.0% | -17.3% | -12.7% |
| 7D | -25.0% | +11.9% | -37.0% | -29.4% |
| 30D | -30.1% | +5.2% | -35.4% | -32.0% |
| 3M | -33.8% | -12.7% | -21.1% | -30.1% |
| 6M | -49.4% | +28.5% | -78.0% | -55.4% |
| YTD | +16.4% | +3.5% | +12.9% | +8.9% |
| 1Y | +48.9% | +27.5% | +21.3% | +24.7% |
| All | +48.9% | +22.8% | +26.0% | +24.7% |
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