+112.3%
UAL vs CNH
-14.7%
+126.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.7% | +0.5% |
| 7D | +8.2% | -1.7% | +9.9% | +9.2% |
| 30D | +2.3% | -7.2% | +9.6% | +6.2% |
| 3M | -12.7% | +6.5% | -19.2% | -17.7% |
| 6M | +12.7% | +7.9% | +4.8% | +4.4% |
| YTD | +0.8% | +26.6% | -25.8% | -16.0% |
| 1Y | +17.8% | +13.8% | +4.0% | +4.2% |
| 3Y | +206.7% | +9.2% | +197.5% | +169.4% |
| All | +112.3% | -14.7% | +126.9% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling