+308.5%
CSCO vs UAL
+80.6%
+227.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.7% | -4.5% | -6.0% |
| 7D | +1.9% | -3.0% | +4.9% | +2.4% |
| 30D | -15.8% | +10.5% | -26.3% | -17.3% |
| 3M | -15.4% | -13.5% | -1.9% | -13.6% |
| 6M | -5.4% | +14.2% | -19.6% | -8.2% |
| YTD | +26.5% | -2.2% | +28.7% | +25.0% |
| 1Y | +25.9% | +12.5% | +13.4% | +21.5% |
| 3Y | +97.5% | +186.8% | -89.3% | +58.8% |
| 5Y | +93.0% | +119.4% | -26.3% | +57.0% |
| All | +308.5% | +80.6% | +227.9% | +266.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling