+100.2%
UAL vs CHD
+181.4%
-81.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +6.7% |
| 7D | +10.2% | +0.8% | +9.4% | +10.2% |
| 30D | +12.0% | +13.5% | -1.4% | +11.7% |
| 3M | -7.1% | +8.1% | -15.2% | -7.3% |
| 6M | +20.9% | +19.9% | +1.0% | +20.5% |
| YTD | +7.7% | +34.0% | -26.3% | +7.4% |
| 1Y | +23.6% | +29.8% | -6.3% | +23.3% |
| 3Y | +222.6% | +28.7% | +193.8% | +222.7% |
| 5Y | +127.9% | +31.8% | +96.2% | +127.4% |
| 10Y | +100.2% | +178.2% | -78.0% | +87.0% |
| All | +100.2% | +181.4% | -81.2% | +87.0% |
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