+2.8%
CSCO vs UAL
+13.1%
-10.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.1% |
| 7D | -10.2% | +8.2% | -18.4% | -10.6% |
| 30D | -20.1% | +2.3% | -22.4% | -20.2% |
| 3M | -22.4% | -12.7% | -9.7% | -22.5% |
| 6M | +2.8% | +12.7% | -9.9% | +5.3% |
| All | +2.8% | +13.1% | -10.3% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling