+101.1%
UAL vs CNH
+107.8%
-6.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +3.0% |
| 7D | +12.5% | +4.5% | +7.9% | +9.0% |
| 30D | +12.2% | +7.6% | +4.6% | +6.3% |
| 3M | -2.6% | +17.0% | -19.6% | -14.9% |
| 6M | +21.1% | +12.9% | +8.1% | +6.9% |
| YTD | +7.8% | +34.3% | -26.4% | -16.6% |
| 1Y | +25.4% | +28.5% | -3.1% | -0.3% |
| 3Y | +217.3% | +31.9% | +185.5% | +137.3% |
| 5Y | +132.9% | -9.6% | +142.5% | +116.3% |
| 10Y | +101.1% | +106.3% | -5.2% | +6.8% |
| All | +101.1% | +107.8% | -6.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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