+1,003.8%
CNC vs UAL
+263.5%
+740.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 6M | +25.1% | +22.5% | +2.5% | +21.0% |
| YTD | +71.3% | +5.9% | +65.4% | +67.9% |
| 1Y | +99.3% | +24.7% | +74.7% | +91.1% |
| 3Y | -1.9% | +211.6% | -213.5% | -19.8% |
| 5Y | -6.4% | +130.6% | -136.9% | -22.4% |
| 10Y | +178.1% | +96.5% | +81.7% | +118.0% |
| All | +1,003.8% | +263.5% | +740.3% | +501.0% |
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