-44.7%
CPNG vs UAL
+127.5%
-172.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | -1.4% |
| 7D | +11.7% | +10.2% | +1.5% | +8.3% |
| 30D | +3.8% | +12.0% | -8.2% | 0.0% |
| 3M | +1.2% | -7.1% | +8.3% | +3.1% |
| 6M | -3.3% | +20.9% | -24.2% | -9.7% |
| YTD | -30.4% | +7.7% | -38.0% | -33.6% |
| 1Y | -43.1% | +23.6% | -66.7% | -48.4% |
| 3Y | +8.2% | +222.6% | -214.3% | -39.7% |
| 5Y | -44.7% | +127.9% | -172.7% | -69.4% |
| All | -44.7% | +127.5% | -172.2% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling