+76.8%
UAL vs CHD
+191.9%
-115.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.8% | -6.0% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | +7.8% | +11.6% | -3.8% | +7.5% |
| 3M | -11.1% | +10.7% | -21.8% | -11.3% |
| 6M | +16.1% | +20.2% | -4.2% | +15.7% |
| YTD | -0.5% | +34.5% | -35.0% | -0.7% |
| 1Y | +11.3% | +32.6% | -21.3% | +11.1% |
| 3Y | +192.8% | +29.1% | +163.7% | +193.1% |
| 5Y | +123.3% | +31.5% | +91.7% | +122.8% |
| All | +76.8% | +191.9% | -115.2% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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