+11.3%
UAL vs CNH
+21.1%
-9.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.2% | -1.9% | -4.4% |
| 7D | +0.7% | +6.4% | -5.7% | -1.8% |
| 30D | +7.8% | -1.6% | +9.4% | +8.3% |
| 3M | -11.1% | +11.6% | -22.6% | -16.6% |
| 6M | +16.1% | +12.5% | +3.6% | +8.1% |
| YTD | -0.5% | +31.1% | -31.6% | -12.9% |
| 1Y | +11.3% | +17.0% | -5.7% | +2.4% |
| All | +11.3% | +21.1% | -9.8% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling