-52.8%
CPNG vs UAL
+131.8%
-184.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.3% |
| 7D | -6.3% | +3.5% | -9.7% | -7.3% |
| 30D | -8.7% | -16.5% | +7.7% | -3.8% |
| 3M | -2.4% | +2.8% | -5.2% | -3.6% |
| 6M | -22.3% | +17.6% | -39.9% | -27.2% |
| YTD | -37.2% | -3.2% | -34.0% | -37.9% |
| 1Y | -53.0% | +0.4% | -53.4% | -54.5% |
| 3Y | -20.0% | +128.2% | -148.2% | -47.2% |
| 5Y | -52.8% | +137.7% | -190.5% | -72.0% |
| All | -52.8% | +131.8% | -184.5% | -72.0% |
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 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