-47.0%
CPNG vs UAL
+16.4%
-63.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.0% | +1.6% | -2.5% |
| 7D | -6.9% | +0.7% | -7.6% | -7.1% |
| 30D | +1.1% | +7.8% | -6.6% | -0.9% |
| 3M | -6.3% | -11.1% | +4.8% | -3.8% |
| 6M | -3.8% | +16.1% | -19.9% | -7.9% |
| YTD | -35.2% | -0.5% | -34.7% | -37.1% |
| 1Y | -47.0% | +11.3% | -58.2% | -49.7% |
| All | -47.0% | +16.4% | -63.4% | -49.7% |
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