+178.1%
CNC vs UAL
+97.8%
+80.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | -7.3% | +2.3% | -9.5% | -7.6% |
| 30D | +5.2% | +13.3% | -8.2% | +3.4% |
| 3M | +8.6% | -6.3% | +14.9% | +9.2% |
| 6M | +25.1% | +22.5% | +2.5% | +21.1% |
| YTD | +71.3% | +5.9% | +65.4% | +68.0% |
| 1Y | +99.3% | +24.7% | +74.7% | +91.3% |
| 3Y | -1.9% | +211.6% | -213.5% | -20.9% |
| 5Y | -6.4% | +130.6% | -136.9% | -23.3% |
| 10Y | +178.1% | +96.5% | +81.7% | +116.0% |
| All | +178.1% | +97.8% | +80.4% | +116.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling