+255.6%
UAL vs CHD
+1,474.9%
-1,219.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.8% |
| 7D | +8.2% | +2.0% | +6.2% | +7.4% |
| 30D | +2.3% | +13.0% | -10.7% | -2.8% |
| 3M | -12.7% | +6.1% | -18.8% | -14.9% |
| 6M | +12.7% | +15.9% | -3.2% | +5.7% |
| YTD | +0.8% | +31.6% | -30.8% | -10.7% |
| 1Y | +17.8% | +28.5% | -10.7% | +5.2% |
| 3Y | +206.7% | +30.5% | +176.2% | +164.9% |
| 5Y | +113.9% | +30.7% | +83.2% | +77.7% |
| 10Y | +97.0% | +184.2% | -87.2% | -21.4% |
| All | +255.6% | +1,474.9% | -1,219.3% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling