+950.0%
CNC vs UAL
+242.1%
+707.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.8% |
| 7D | +3.5% | +0.7% | +2.8% | +3.4% |
| 30D | +0.1% | -16.1% | +16.2% | +2.2% |
| 3M | +6.9% | +6.1% | +0.8% | +5.8% |
| 6M | +49.0% | +10.8% | +38.2% | +45.9% |
| YTD | +62.9% | -0.4% | +63.3% | +61.2% |
| 1Y | +134.0% | +5.0% | +129.0% | +129.4% |
| 3Y | +9.4% | +124.0% | -114.6% | -6.5% |
| 5Y | +4.1% | +141.0% | -136.8% | -14.2% |
| 10Y | +95.4% | +118.0% | -22.6% | +51.2% |
| All | +950.0% | +242.1% | +707.9% | +477.1% |
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