-69.0%
CPNG vs UAL
+105.1%
-174.1%
-81.5%
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% | -2.2% |
| 7D | -7.4% | +0.7% | -8.2% | -7.7% |
| 30D | -4.4% | -16.1% | +11.7% | +0.5% |
| 3M | -7.5% | +6.1% | -13.6% | -9.5% |
| 6M | -19.9% | +10.8% | -30.8% | -23.5% |
| YTD | -35.2% | -0.4% | -34.8% | -36.4% |
| 1Y | -46.8% | +5.0% | -51.8% | -49.1% |
| 3Y | -20.2% | +124.0% | -144.2% | -45.7% |
| 5Y | -48.4% | +141.0% | -189.4% | -68.5% |
| All | -69.0% | +105.1% | -174.1% | -80.2% |
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