+43.1%
CSCO vs UAL
+23.5%
+19.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.9% |
| 7D | -2.8% | +2.3% | -5.0% | -3.1% |
| 30D | -12.6% | +13.3% | -26.0% | -14.1% |
| 3M | -16.0% | -6.3% | -9.7% | -15.7% |
| 6M | +2.8% | +22.5% | -19.7% | -0.4% |
| YTD | +33.2% | +5.9% | +27.4% | +31.3% |
| 1Y | +43.1% | +24.7% | +18.4% | +39.1% |
| All | +43.1% | +23.5% | +19.6% | +39.1% |
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