+99.1%
UAL vs CHD
+124.1%
-25.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.8% |
| 7D | +3.5% | -2.9% | +6.4% | +3.5% |
| 30D | -16.5% | -6.2% | -10.3% | -16.3% |
| 3M | +2.8% | +1.6% | +1.2% | +2.8% |
| 6M | +17.6% | -3.5% | +21.1% | +17.5% |
| YTD | -3.2% | +16.2% | -19.4% | -3.1% |
| 1Y | +0.4% | +3.4% | -3.0% | +0.5% |
| 3Y | +128.2% | +4.6% | +123.6% | +128.6% |
| 5Y | +137.7% | +21.1% | +116.6% | +138.5% |
| 10Y | +99.1% | +126.5% | -27.4% | +87.6% |
| All | +99.1% | +124.1% | -25.0% | +87.6% |
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