+110.5%
CNC vs UAL
+22.8%
+87.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +8.0% | +4.7% | +11.7% |
| 7D | +13.4% | +11.9% | +1.4% | +12.1% |
| 30D | +18.2% | +5.2% | +13.0% | +17.4% |
| 3M | +18.6% | -12.7% | +31.3% | +19.5% |
| 6M | +41.9% | +28.5% | +13.4% | +38.2% |
| YTD | +84.7% | +3.5% | +81.2% | +83.4% |
| 1Y | +110.5% | +27.5% | +83.0% | +91.6% |
| All | +110.5% | +22.8% | +87.7% | +91.6% |
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