+324.2%
CSCO vs UAL
+99.5%
+224.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.5% |
| 7D | -4.7% | +12.5% | -17.1% | -6.5% |
| 30D | -17.1% | +12.2% | -29.3% | -18.7% |
| 3M | -19.6% | -2.6% | -17.0% | -19.5% |
| 6M | +2.4% | +21.1% | -18.7% | -1.5% |
| YTD | +29.8% | +7.8% | +22.0% | +26.3% |
| 1Y | +38.7% | +25.4% | +13.3% | +31.5% |
| 3Y | +101.3% | +217.3% | -116.0% | +59.3% |
| 5Y | +94.8% | +132.9% | -38.0% | +57.0% |
| 10Y | +324.2% | +101.1% | +223.1% | +273.2% |
| All | +324.2% | +99.5% | +224.7% | +273.2% |
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 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