+25.4%
UAL vs CHD
+31.5%
-6.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +12.5% | +2.4% | +10.1% | +11.6% |
| 30D | +12.2% | +13.9% | -1.7% | +8.2% |
| 3M | -2.6% | +8.5% | -11.1% | -4.8% |
| 6M | +21.1% | +20.4% | +0.7% | +15.6% |
| YTD | +7.8% | +34.5% | -26.7% | +6.1% |
| 1Y | +25.4% | +33.8% | -8.4% | +23.0% |
| All | +25.4% | +31.5% | -6.1% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling