+795.8%
CSCO vs UAL
+241.7%
+554.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.3% | +2.1% |
| 7D | +6.6% | +0.7% | +5.9% | +6.4% |
| 30D | -11.3% | +7.8% | -19.1% | -12.4% |
| 3M | -17.3% | -11.1% | -6.2% | -16.2% |
| 6M | +3.5% | +16.1% | -12.6% | +0.7% |
| YTD | +34.9% | -0.5% | +35.4% | +33.2% |
| 1Y | +40.5% | +11.3% | +29.2% | +36.5% |
| 3Y | +109.3% | +192.8% | -83.6% | +73.3% |
| 5Y | +105.9% | +123.3% | -17.4% | +72.5% |
| 10Y | +335.8% | +84.6% | +251.2% | +246.9% |
| All | +795.8% | +241.7% | +554.1% | +444.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling