+63.9%
CSCO vs UAL
+5.0%
+59.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.3% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -10.1% | -16.1% | +6.0% | -8.4% |
| 3M | -15.7% | +6.1% | -21.8% | -16.5% |
| 6M | +36.3% | +10.8% | +25.4% | +33.4% |
| YTD | +43.8% | -0.4% | +44.2% | +42.8% |
| 1Y | +63.9% | +5.0% | +58.9% | +60.4% |
| All | +63.9% | +5.0% | +59.0% | +60.4% |
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 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