+999.3%
CNC vs UAL
+270.3%
+729.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +4.0% | +12.5% | -8.4% | +2.5% |
| 30D | +7.4% | +12.2% | -4.8% | +5.7% |
| 3M | +5.4% | -2.6% | +8.0% | +5.5% |
| 6M | +25.4% | +21.1% | +4.4% | +21.6% |
| YTD | +70.6% | +7.8% | +62.8% | +66.8% |
| 1Y | +104.9% | +25.4% | +79.5% | +96.4% |
| 3Y | -2.3% | +217.3% | -219.7% | -20.3% |
| 5Y | -6.5% | +132.9% | -139.4% | -22.6% |
| 10Y | +153.3% | +101.1% | +52.1% | +97.9% |
| All | +999.3% | +270.3% | +729.0% | +497.2% |
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